+362.6%
PSX vs WTW
+42.0%
+320.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +1.7% | -5.7% | +7.4% | +2.9% |
| 30D | +15.6% | -7.3% | +22.9% | +17.3% |
| 3M | +46.5% | +21.5% | +25.0% | +39.9% |
| 6M | +55.0% | +9.6% | +45.4% | +50.7% |
| YTD | +105.3% | -3.3% | +108.6% | +105.4% |
| 1Y | +101.6% | -6.1% | +107.7% | +103.1% |
| 3Y | +134.1% | +61.8% | +72.3% | +101.0% |
| All | +362.6% | +42.0% | +320.6% | +306.5% |
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