+79.2%
PR vs WTW
+6.3%
+72.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +1.3% |
| 7D | +6.0% | +2.0% | +4.0% | +6.1% |
| 30D | -4.2% | +12.9% | -17.1% | -3.9% |
| 3M | +10.0% | +0.7% | +9.2% | +9.9% |
| 6M | +15.6% | +39.5% | -23.9% | +17.3% |
| YTD | +68.2% | +3.1% | +65.1% | +69.8% |
| 1Y | +79.2% | +4.8% | +74.4% | +81.9% |
| All | +79.2% | +6.3% | +72.9% | +81.9% |
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