+87.0%
PR vs WTW
+8.6%
+78.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.0% | -9.5% | -6.4% |
| 7D | -12.1% | +4.9% | -17.0% | -11.9% |
| 30D | +0.9% | +17.1% | -16.2% | +1.2% |
| 3M | +10.1% | -0.3% | +10.5% | +10.0% |
| 6M | +1.1% | +30.7% | -29.5% | +2.4% |
| YTD | +63.7% | +3.7% | +59.9% | +65.7% |
| 1Y | +87.0% | +5.9% | +81.1% | +92.6% |
| All | +87.0% | +8.6% | +78.4% | +92.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling