+44.8%
PL vs WTW
+53.8%
-8.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +13.4% | -0.9% | +14.3% | +13.6% |
| 30D | -10.2% | +12.0% | -22.1% | -14.2% |
| 3M | -39.5% | -2.1% | -37.4% | -39.4% |
| 6M | -65.7% | +34.8% | -100.5% | -70.4% |
| YTD | -27.3% | +2.7% | -30.0% | -29.3% |
| 1Y | +15.0% | +5.1% | +9.9% | +10.5% |
| 3Y | +560.8% | +44.4% | +516.4% | +416.1% |
| 5Y | +38.4% | +55.1% | -16.7% | +0.7% |
| All | +44.8% | +53.8% | -8.9% | +5.8% |
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