+216.4%
TER vs WTW
+42.0%
+174.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +6.4% | -5.7% | +12.1% | +7.2% |
| 30D | -5.7% | -7.3% | +1.6% | -4.8% |
| 3M | -0.4% | +21.5% | -21.9% | -4.9% |
| 6M | +25.8% | +9.6% | +16.2% | +22.8% |
| YTD | +96.4% | -3.3% | +99.7% | +100.6% |
| 1Y | +229.2% | -6.1% | +235.4% | +240.1% |
| 3Y | +288.1% | +61.8% | +226.3% | +162.3% |
| All | +216.4% | +42.0% | +174.4% | +126.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling