-0.4%
PL vs WTW
+8.6%
-9.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.0% | -9.3% | -5.5% |
| 7D | -11.7% | +4.9% | -16.6% | -10.5% |
| 30D | -27.1% | +17.1% | -44.2% | -24.2% |
| 3M | -44.6% | -0.3% | -44.3% | -44.3% |
| 6M | -67.2% | +30.7% | -97.8% | -64.6% |
| YTD | -35.9% | +3.7% | -39.6% | -26.5% |
| 1Y | -0.4% | +5.9% | -6.3% | -2.7% |
| All | -0.4% | +8.6% | -9.0% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling