+21.1%
PL vs WTW
+51.8%
-30.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.3% | +12.7% | +11.3% |
| 7D | -6.8% | +1.4% | -8.2% | -7.5% |
| 30D | -29.3% | +13.1% | -42.4% | -33.3% |
| 3M | -44.8% | -3.0% | -41.8% | -44.5% |
| 6M | -68.4% | +31.2% | -99.6% | -73.1% |
| YTD | -36.4% | +1.1% | -37.5% | -38.0% |
| 1Y | +0.7% | +3.4% | -2.7% | -3.2% |
| 3Y | +455.3% | +44.7% | +410.6% | +298.9% |
| All | +21.1% | +51.8% | -30.7% | -19.7% |
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 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