+79.0%
PL vs WTW
+54.0%
+25.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -0.5% |
| 7D | -7.5% | -2.7% | -4.8% | -6.5% |
| 30D | -25.6% | -5.6% | -19.9% | -23.9% |
| 3M | -45.6% | +26.5% | -72.1% | -51.8% |
| 6M | -29.5% | +8.1% | -37.7% | -33.1% |
| YTD | -9.7% | -0.3% | -9.4% | -10.9% |
| 1Y | +84.4% | -0.9% | +85.2% | +83.3% |
| 3Y | +550.0% | +66.6% | +483.4% | +323.8% |
| 5Y | +79.0% | +54.0% | +25.0% | +23.4% |
| All | +79.0% | +54.0% | +25.0% | +23.4% |
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