+73.9%
PL vs WTW
+43.9%
+30.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -1.9% |
| 7D | -13.9% | -7.1% | -6.7% | -11.4% |
| 30D | -25.5% | -8.5% | -16.9% | -23.0% |
| 3M | -44.8% | +20.6% | -65.3% | -49.5% |
| 6M | -33.3% | +7.2% | -40.5% | -36.4% |
| YTD | -12.7% | -3.9% | -8.8% | -12.5% |
| 1Y | +90.9% | -3.6% | +94.5% | +91.6% |
| 3Y | +528.5% | +60.7% | +467.8% | +351.3% |
| 5Y | +72.7% | +42.2% | +30.6% | +29.5% |
| All | +73.9% | +43.9% | +30.1% | +30.9% |
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