+12.1%
S vs WTW
+61.8%
-49.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +0.1% | -7.8% | +7.8% | +1.8% |
| 30D | -11.8% | -7.9% | -3.9% | -10.3% |
| 3M | +33.9% | +19.9% | +14.0% | +27.4% |
| 6M | +40.1% | +9.8% | +30.3% | +35.3% |
| YTD | +32.1% | -3.3% | +35.4% | +29.8% |
| 1Y | +11.0% | -3.3% | +14.3% | +9.0% |
| All | +12.1% | +61.8% | -49.7% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling