-65.7%
PL vs WTW
+31.8%
-97.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.8% |
| 7D | +13.4% | -0.9% | +14.3% | +12.9% |
| 30D | -10.2% | +12.0% | -22.1% | -4.3% |
| 3M | -39.5% | -2.1% | -37.4% | -39.9% |
| 6M | -65.7% | +34.8% | -100.5% | -54.1% |
| All | -65.7% | +31.8% | -97.5% | -54.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling