+106.1%
T vs WTW
+61.8%
+44.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -2.4% | -7.8% | +5.3% | -1.2% |
| 30D | +4.3% | -7.9% | +12.2% | +5.6% |
| 3M | +11.6% | +19.9% | -8.4% | +8.4% |
| 6M | -5.6% | +9.8% | -15.4% | -7.3% |
| YTD | +6.6% | -3.3% | +9.9% | +6.9% |
| 1Y | -8.4% | -3.3% | -5.1% | -8.2% |
| All | +106.1% | +61.8% | +44.3% | +96.4% |
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 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