+268.9%
P vs WTW
+45.2%
+223.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.6% | -0.5% | -3.4% |
| 7D | +5.0% | -7.1% | +12.1% | +6.3% |
| 30D | -0.9% | -8.5% | +7.6% | +0.5% |
| 3M | +38.7% | +20.6% | +18.1% | +33.2% |
| 6M | +54.4% | +7.2% | +47.2% | +52.1% |
| YTD | +44.8% | -3.9% | +48.7% | +46.3% |
| 1Y | +22.5% | -3.6% | +26.1% | +23.0% |
| 3Y | +148.2% | +60.7% | +87.6% | +85.4% |
| 5Y | +268.9% | +42.2% | +226.8% | +181.3% |
| All | +268.9% | +45.2% | +223.7% | +181.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling