+517.4%
TER vs WTW
+1,181.4%
-664.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.0% | -7.4% | -6.3% |
| 7D | +14.4% | +2.0% | +12.4% | +13.3% |
| 30D | -30.6% | +12.9% | -43.4% | -34.8% |
| 3M | -39.2% | +0.7% | -39.9% | -40.5% |
| 6M | -31.3% | +39.5% | -70.7% | -43.7% |
| YTD | +29.1% | +3.1% | +26.0% | +19.4% |
| 1Y | +47.4% | +4.8% | +42.7% | +35.1% |
| 3Y | +191.2% | +42.9% | +148.3% | +119.6% |
| 5Y | +74.0% | +55.3% | +18.7% | +25.5% |
| 10Y | +1,005.1% | +217.2% | +787.9% | +441.2% |
| All | +517.4% | +1,181.4% | -664.0% | +135.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling