+1,851.9%
TER vs WTW
+198.0%
+1,653.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | +6.4% | -5.7% | +12.1% | +8.7% |
| 30D | -5.7% | -7.3% | +1.6% | -3.3% |
| 3M | -0.4% | +21.5% | -21.9% | -10.2% |
| 6M | +25.8% | +9.6% | +16.2% | +16.7% |
| YTD | +96.4% | -3.3% | +99.7% | +92.4% |
| 1Y | +229.2% | -6.1% | +235.4% | +226.3% |
| 3Y | +288.1% | +61.8% | +226.3% | +161.8% |
| 5Y | +219.9% | +42.7% | +177.3% | +134.9% |
| All | +1,851.9% | +198.0% | +1,653.9% | +845.1% |
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 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