-67.6%
S vs WTW
+42.0%
-109.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.7% | -5.7% | +5.1% | +2.2% |
| 30D | -11.4% | -7.3% | -4.2% | -8.4% |
| 3M | +33.8% | +21.5% | +12.3% | +19.5% |
| 6M | +39.5% | +9.6% | +29.8% | +31.1% |
| YTD | +31.7% | -3.3% | +34.9% | +30.7% |
| 1Y | +7.0% | -6.1% | +13.1% | +7.6% |
| 3Y | +11.8% | +61.8% | -50.1% | -28.8% |
| All | -67.6% | +42.0% | -109.6% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling