+634.6%
P vs WTW
+218.5%
+416.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.6% |
| 7D | +11.6% | +2.0% | +9.6% | +10.8% |
| 30D | -23.7% | +12.9% | -36.6% | -27.5% |
| 3M | -8.0% | +0.7% | -8.7% | -9.2% |
| 6M | +27.9% | +39.5% | -11.6% | +9.2% |
| YTD | +61.2% | +3.1% | +58.0% | +54.2% |
| 1Y | +28.6% | +4.8% | +23.9% | +21.9% |
| 3Y | +200.5% | +42.9% | +157.5% | +132.2% |
| 5Y | +282.9% | +55.3% | +227.7% | +175.7% |
| All | +634.6% | +218.5% | +416.1% | +207.1% |
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 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