+1,139.1%
PSX vs WTW
+335.6%
+803.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +2.1% |
| 7D | +1.8% | -7.1% | +8.9% | +4.8% |
| 30D | +21.6% | -8.5% | +30.2% | +25.8% |
| 3M | +46.5% | +20.6% | +25.9% | +34.7% |
| 6M | +62.0% | +7.2% | +54.8% | +55.0% |
| YTD | +106.3% | -3.9% | +110.2% | +105.5% |
| 1Y | +103.0% | -3.6% | +106.6% | +101.4% |
| 3Y | +135.5% | +60.7% | +74.9% | +80.3% |
| 5Y | +368.5% | +42.2% | +326.4% | +271.8% |
| 10Y | +386.6% | +195.5% | +191.1% | +165.0% |
| All | +1,139.1% | +335.6% | +803.5% | +450.3% |
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