+38.5%
S vs WTW
+11.3%
+27.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.2% |
| 7D | -7.7% | -2.6% | -5.1% | -6.8% |
| 30D | -5.3% | -1.0% | -4.3% | -5.2% |
| 3M | +20.3% | +29.9% | -9.7% | +2.3% |
| All | +38.5% | +11.3% | +27.3% | +24.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling