+149.9%
PR vs WTW
+222.3%
-72.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -12.4% | +0.5% | -12.8% | -12.5% |
| 30D | -6.6% | +10.4% | -16.9% | -8.7% |
| 3M | +7.5% | -4.8% | +12.3% | +8.4% |
| 6M | +10.8% | +28.5% | -17.7% | +4.2% |
| YTD | +57.0% | +0.5% | +56.5% | +55.2% |
| 1Y | +67.9% | +1.6% | +66.3% | +65.5% |
| 3Y | +87.6% | +42.5% | +45.0% | +68.6% |
| 5Y | +220.4% | +49.8% | +170.6% | +183.4% |
| 10Y | +64.8% | +218.4% | -153.6% | +58.7% |
| All | +149.9% | +222.3% | -72.4% | +140.6% |
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