+39.5%
PL vs WTW
+54.3%
-14.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.3% |
| 7D | +10.0% | +2.0% | +8.1% | +9.3% |
| 30D | -2.3% | +12.9% | -15.1% | -6.9% |
| 3M | -44.2% | +0.7% | -44.9% | -44.7% |
| 6M | -66.1% | +39.5% | -105.6% | -71.2% |
| YTD | -30.0% | +3.1% | -33.1% | -32.0% |
| 1Y | +21.0% | +4.8% | +16.3% | +16.7% |
| 3Y | +516.5% | +42.9% | +473.6% | +385.0% |
| 5Y | +32.0% | +55.3% | -23.2% | -4.0% |
| All | +39.5% | +54.3% | -14.8% | +1.7% |
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 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