+73.2%
PR vs WTW
+44.3%
+28.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.1% |
| 7D | -16.4% | +1.4% | -17.8% | -16.5% |
| 30D | -1.9% | +13.1% | -15.0% | -3.0% |
| 3M | +8.0% | -3.0% | +10.9% | +8.0% |
| 6M | +4.1% | +31.2% | -27.1% | +1.3% |
| YTD | +58.7% | +1.1% | +57.6% | +59.3% |
| 1Y | +75.8% | +3.4% | +72.4% | +75.7% |
| 3Y | +73.2% | +44.7% | +28.4% | +65.1% |
| All | +73.2% | +44.3% | +28.9% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling