+1,651.3%
O vs WTW
+1,139.1%
+512.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.8% |
| 7D | -0.6% | -2.7% | +2.2% | +0.5% |
| 30D | -2.0% | -5.6% | +3.7% | +0.3% |
| 3M | +3.0% | +26.5% | -23.5% | -6.7% |
| 6M | -3.6% | +8.1% | -11.8% | -7.9% |
| YTD | +12.1% | -0.3% | +12.4% | +9.9% |
| 1Y | +8.9% | -0.9% | +9.7% | +6.8% |
| 3Y | +30.3% | +66.6% | -36.3% | +0.9% |
| 5Y | +13.7% | +54.0% | -40.3% | -10.5% |
| 10Y | +50.3% | +198.1% | -147.9% | -11.8% |
| All | +1,651.3% | +1,139.1% | +512.2% | +596.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WTW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling