+335.4%
RF vs WTW
+197.9%
+137.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | -1.6% | -7.8% | +6.2% | +3.0% |
| 30D | -4.3% | -7.9% | +3.6% | +0.1% |
| 3M | +5.9% | +19.9% | -14.1% | -5.8% |
| 6M | +14.1% | +9.8% | +4.3% | +5.9% |
| YTD | +13.8% | -3.3% | +17.1% | +13.0% |
| 1Y | +15.2% | -3.3% | +18.5% | +14.0% |
| 3Y | +90.6% | +61.5% | +29.0% | +29.9% |
| 5Y | +88.9% | +42.6% | +46.3% | +37.7% |
| All | +335.4% | +197.9% | +137.5% | +103.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling