+167.8%
RF vs WTW
+1,156.4%
-988.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.5% |
| 7D | +0.4% | -2.3% | +2.6% | +1.7% |
| 30D | +5.6% | +10.7% | -5.1% | -1.0% |
| 3M | -8.9% | -3.1% | -5.8% | -7.6% |
| 6M | +7.1% | +31.7% | -24.6% | -10.7% |
| YTD | +8.3% | +1.1% | +7.2% | +4.0% |
| 1Y | +16.8% | +4.1% | +12.8% | +10.0% |
| 3Y | +115.0% | +42.1% | +72.9% | +62.6% |
| 5Y | +46.4% | +52.2% | -5.8% | +4.3% |
| 10Y | +230.2% | +210.9% | +19.3% | +47.4% |
| All | +167.8% | +1,156.4% | -988.6% | -28.0% |
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