+185.7%
RF vs WTW
+1,174.9%
-989.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | +1.2% |
| 7D | +1.3% | -2.6% | +3.9% | +3.0% |
| 30D | -3.6% | -1.0% | -2.6% | -3.2% |
| 3M | +8.1% | +29.9% | -21.8% | -8.7% |
| 6M | +11.5% | +10.7% | +0.8% | +2.6% |
| YTD | +15.6% | +2.6% | +13.0% | +10.4% |
| 1Y | +15.7% | +2.8% | +12.9% | +10.0% |
| 3Y | +86.9% | +67.3% | +19.6% | +27.2% |
| 5Y | +89.8% | +56.6% | +33.2% | +32.8% |
| 10Y | +344.7% | +204.1% | +140.6% | +101.5% |
| All | +185.7% | +1,174.9% | -989.2% | -23.6% |
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