+84.5%
PR vs WTW
+218.5%
-134.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.8% |
| 7D | +6.0% | +2.0% | +4.0% | +5.5% |
| 30D | -4.2% | +12.9% | -17.1% | -7.0% |
| 3M | +10.0% | +0.7% | +9.2% | +9.5% |
| 6M | +15.6% | +39.5% | -23.9% | +6.3% |
| YTD | +68.2% | +3.1% | +65.1% | +65.2% |
| 1Y | +79.2% | +4.8% | +74.4% | +75.2% |
| 3Y | +94.9% | +42.9% | +52.0% | +73.8% |
| 5Y | +272.8% | +55.3% | +217.5% | +224.0% |
| All | +84.5% | +218.5% | -134.1% | +75.2% |
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