+86.2%
PR vs WTW
+189.9%
-103.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.4% | +0.7% |
| 7D | -0.8% | -7.1% | +6.3% | +0.8% |
| 30D | +11.3% | -8.5% | +19.8% | +13.4% |
| 3M | +24.1% | +20.6% | +3.5% | +18.5% |
| 6M | +25.4% | +7.2% | +18.2% | +22.5% |
| YTD | +71.2% | -3.9% | +75.1% | +71.2% |
| 1Y | +78.6% | -3.6% | +82.2% | +78.1% |
| 3Y | +85.2% | +60.7% | +24.6% | +59.6% |
| 5Y | +419.0% | +42.2% | +376.9% | +361.7% |
| 10Y | +86.2% | +195.5% | -109.2% | +82.7% |
| All | +86.2% | +189.9% | -103.6% | +82.7% |
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 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