+1,084.7%
ON vs WTW
+1,139.1%
-54.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.6% | -3.2% |
| 7D | -2.2% | -2.7% | +0.6% | -0.9% |
| 30D | -12.4% | -5.6% | -6.8% | -10.3% |
| 3M | -41.2% | +26.5% | -67.7% | -48.2% |
| 6M | +25.0% | +8.1% | +16.8% | +16.8% |
| YTD | +31.3% | -0.3% | +31.6% | +26.0% |
| 1Y | +45.4% | -0.9% | +46.3% | +39.3% |
| 3Y | -27.4% | +66.6% | -94.0% | -48.7% |
| 5Y | +58.5% | +54.0% | +4.5% | +17.5% |
| 10Y | +561.8% | +198.1% | +363.7% | +262.1% |
| All | +1,084.7% | +1,139.1% | -54.4% | +438.1% |
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