+169.5%
PR vs WTW
+228.8%
-59.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.1% |
| 7D | +2.9% | -2.6% | +5.5% | +3.5% |
| 30D | +18.0% | -1.0% | +19.0% | +18.2% |
| 3M | +16.9% | +29.9% | -13.1% | +10.0% |
| 6M | +28.2% | +10.7% | +17.5% | +24.7% |
| YTD | +69.3% | +2.6% | +66.8% | +67.0% |
| 1Y | +69.5% | +2.8% | +66.7% | +66.8% |
| 3Y | +81.7% | +67.3% | +14.4% | +56.7% |
| 5Y | +422.2% | +56.6% | +365.6% | +359.4% |
| 10Y | +110.4% | +204.1% | -93.7% | +102.5% |
| All | +169.5% | +228.8% | -59.3% | +158.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling