+415.3%
PR vs WTW
+56.1%
+359.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.9% |
| 7D | +2.9% | -2.6% | +5.5% | +3.8% |
| 30D | +18.0% | -1.0% | +19.0% | +18.3% |
| 3M | +16.9% | +29.9% | -13.1% | +6.1% |
| 6M | +28.2% | +10.7% | +17.5% | +22.9% |
| YTD | +69.3% | +2.6% | +66.8% | +66.4% |
| 1Y | +69.5% | +2.8% | +66.7% | +65.8% |
| 3Y | +81.7% | +67.3% | +14.4% | +29.5% |
| All | +415.3% | +56.1% | +359.2% | +286.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling