-69.0%
S vs WTW
+55.3%
-124.2%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.4% |
| 7D | +2.0% | +2.0% | 0.0% | +1.0% |
| 30D | -2.7% | +12.9% | -15.6% | -8.7% |
| 3M | -6.9% | +0.7% | -7.6% | -7.8% |
| 6M | +38.1% | +39.5% | -1.4% | +14.6% |
| YTD | +48.0% | +3.1% | +44.9% | +41.9% |
| 1Y | +34.5% | +4.8% | +29.7% | +27.5% |
| 3Y | +38.3% | +42.9% | -4.6% | +0.4% |
| All | -69.0% | +55.3% | -124.2% | -80.5% |
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