-74.2%
OPEN vs WTW
+74.9%
-149.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -11.4% | -5.7% | -5.7% | -8.4% |
| 30D | -20.1% | -7.3% | -12.8% | -16.7% |
| 3M | -37.6% | +21.5% | -59.0% | -44.9% |
| 6M | -47.1% | +9.6% | -56.7% | -50.6% |
| YTD | -52.1% | -3.3% | -48.9% | -52.1% |
| 1Y | -73.5% | -6.1% | -67.3% | -73.0% |
| 3Y | -24.4% | +61.8% | -86.2% | -47.9% |
| 5Y | -85.1% | +42.7% | -127.8% | -89.0% |
| All | -74.2% | +74.9% | -149.1% | -81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling