+47.6%
ON vs WTW
+8.6%
+39.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.8% | -0.5% |
| 7D | -5.8% | +4.9% | -10.7% | -3.6% |
| 30D | -17.1% | +17.1% | -34.2% | -10.6% |
| 3M | -11.8% | -0.3% | -11.5% | -11.6% |
| 6M | -30.2% | +30.7% | -60.8% | -17.6% |
| YTD | +31.6% | +3.7% | +27.8% | +55.3% |
| 1Y | +47.6% | +5.9% | +41.7% | +75.2% |
| All | +47.6% | +8.6% | +39.0% | +75.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling