+820.6%
TER vs WTW
+1,139.1%
-318.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.8% | +7.0% | +5.5% |
| 7D | +11.0% | -2.7% | +13.7% | +12.2% |
| 30D | -1.9% | -5.6% | +3.8% | +0.3% |
| 3M | -0.7% | +26.5% | -27.2% | -13.2% |
| 6M | +36.4% | +8.1% | +28.2% | +25.8% |
| YTD | +92.4% | -0.3% | +92.7% | +83.2% |
| 1Y | +213.5% | -0.9% | +214.4% | +197.6% |
| 3Y | +277.2% | +66.6% | +210.6% | +162.6% |
| 5Y | +219.1% | +54.0% | +165.2% | +133.7% |
| 10Y | +1,744.2% | +198.1% | +1,546.1% | +841.4% |
| All | +820.6% | +1,139.1% | -318.5% | +262.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling