+126.3%
PAAS vs WTW
+45.2%
+81.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.6% | +7.3% | +4.3% |
| 7D | +2.6% | -7.1% | +9.7% | +3.8% |
| 30D | +2.5% | -8.5% | +11.0% | +3.9% |
| 3M | +15.1% | +20.6% | -5.5% | +11.9% |
| 6M | -12.1% | +7.2% | -19.3% | -12.8% |
| YTD | +3.1% | -3.9% | +6.9% | +4.5% |
| 1Y | +50.8% | -3.6% | +54.4% | +52.5% |
| 3Y | +259.5% | +60.7% | +198.8% | +213.3% |
| 5Y | +126.3% | +42.2% | +84.2% | +98.6% |
| All | +126.3% | +45.2% | +81.1% | +98.6% |
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