+547.6%
P vs WTW
+245.9%
+301.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.0% | +4.0% |
| 7D | +17.8% | -2.3% | +20.1% | +18.7% |
| 30D | -29.9% | +10.7% | -40.5% | -33.0% |
| 3M | -1.2% | -3.1% | +1.9% | -1.1% |
| 6M | +32.1% | +31.7% | +0.5% | +15.0% |
| YTD | +64.3% | +1.1% | +63.2% | +58.0% |
| 1Y | +24.3% | +4.1% | +20.2% | +17.5% |
| 3Y | +203.2% | +42.1% | +161.1% | +134.1% |
| 5Y | +290.4% | +52.2% | +238.2% | +183.8% |
| 10Y | +680.9% | +210.9% | +469.9% | +259.1% |
| All | +547.6% | +245.9% | +301.7% | +225.4% |
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 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