+292.2%
TER vs WTW
+60.9%
+231.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.6% | +6.7% | +1.8% |
| 7D | +12.4% | -7.1% | +19.5% | +9.5% |
| 30D | +5.1% | -8.5% | +13.7% | +2.2% |
| 3M | +4.0% | +20.6% | -16.6% | +12.3% |
| 6M | +29.5% | +7.2% | +22.3% | +39.1% |
| YTD | +98.5% | -3.9% | +102.3% | +112.6% |
| 1Y | +234.1% | -3.6% | +237.7% | +258.5% |
| All | +292.2% | +60.9% | +231.3% | +359.7% |
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