+349.2%
T vs WTW
+1,139.1%
-789.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.4% |
| 7D | -1.5% | -2.7% | +1.2% | -0.8% |
| 30D | +7.6% | -5.6% | +13.3% | +9.2% |
| 3M | +15.3% | +26.5% | -11.2% | +8.0% |
| 6M | -8.5% | +8.1% | -16.6% | -11.0% |
| YTD | +6.8% | -0.3% | +7.1% | +5.6% |
| 1Y | -7.2% | -0.9% | -6.4% | -8.3% |
| 3Y | +108.2% | +66.6% | +41.6% | +76.9% |
| 5Y | +66.1% | +54.0% | +12.1% | +42.6% |
| 10Y | +65.3% | +198.1% | -132.8% | +16.4% |
| All | +349.2% | +1,139.1% | -789.9% | +132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling