+783.4%
TER vs WTW
+1,174.9%
-391.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.6% | +6.5% |
| 7D | +0.6% | -2.6% | +3.2% | +1.8% |
| 30D | -8.3% | -1.0% | -7.3% | -8.2% |
| 3M | -12.2% | +29.9% | -42.1% | -24.3% |
| 6M | +17.1% | +10.7% | +6.4% | +6.9% |
| YTD | +84.7% | +2.6% | +82.1% | +73.7% |
| 1Y | +199.9% | +2.8% | +197.2% | +180.1% |
| 3Y | +232.8% | +67.3% | +165.5% | +131.9% |
| 5Y | +198.6% | +56.6% | +141.9% | +117.2% |
| 10Y | +1,669.7% | +204.1% | +1,465.7% | +796.0% |
| All | +783.4% | +1,174.9% | -391.5% | +243.2% |
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