+55.3%
ON vs WTW
-3.2%
+58.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.1% | +8.4% | +8.5% |
| 7D | +2.4% | -5.7% | +8.1% | -0.6% |
| 30D | -8.6% | -7.3% | -1.4% | -11.8% |
| 3M | -34.3% | +21.5% | -55.8% | -25.7% |
| 6M | +28.5% | +9.6% | +18.9% | +44.7% |
| YTD | +40.6% | -3.3% | +43.9% | +56.3% |
| 1Y | +55.3% | -6.1% | +61.5% | +68.4% |
| All | +55.3% | -3.2% | +58.5% | +68.4% |
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