+152.6%
PR vs WTW
+224.1%
-71.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.4% |
| 7D | -16.4% | +1.4% | -17.8% | -16.7% |
| 30D | -1.9% | +13.1% | -15.0% | -4.6% |
| 3M | +8.0% | -3.0% | +10.9% | +8.4% |
| 6M | +4.1% | +31.2% | -27.1% | -2.5% |
| YTD | +58.7% | +1.1% | +57.6% | +56.7% |
| 1Y | +75.8% | +3.4% | +72.4% | +72.6% |
| 3Y | +73.2% | +44.7% | +28.4% | +55.1% |
| 5Y | +230.1% | +52.0% | +178.1% | +191.3% |
| 10Y | +67.4% | +223.5% | -156.2% | +61.0% |
| All | +152.6% | +224.1% | -71.6% | +142.9% |
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