+191.2%
TER vs WTW
+44.7%
+146.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.0% | -7.4% | -4.4% |
| 7D | +14.4% | +2.0% | +12.4% | +15.5% |
| 30D | -30.6% | +12.9% | -43.4% | -26.1% |
| 3M | -39.2% | +0.7% | -39.9% | -37.7% |
| 6M | -31.3% | +39.5% | -70.7% | -20.9% |
| YTD | +29.1% | +3.1% | +26.0% | +45.5% |
| 1Y | +47.4% | +4.8% | +42.7% | +66.3% |
| 3Y | +191.2% | +42.9% | +148.3% | +262.1% |
| All | +191.2% | +44.7% | +146.5% | +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 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