+70.3%
T vs WTW
+198.0%
-127.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +1.5% | -5.7% | +7.2% | +3.2% |
| 30D | +7.5% | -7.3% | +14.7% | +9.8% |
| 3M | +14.8% | +21.5% | -6.6% | +8.2% |
| 6M | -1.7% | +9.6% | -11.4% | -5.1% |
| YTD | +8.7% | -3.3% | +12.0% | +8.5% |
| 1Y | -7.5% | -6.1% | -1.3% | -6.9% |
| 3Y | +110.2% | +61.8% | +48.4% | +75.1% |
| 5Y | +71.6% | +42.7% | +29.0% | +46.9% |
| All | +70.3% | +198.0% | -127.8% | +18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling