+356.2%
TPR vs WTW
+218.5%
+137.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -1.3% |
| 7D | -0.3% | +2.0% | -2.3% | -1.4% |
| 30D | +15.1% | +12.9% | +2.2% | +7.2% |
| 3M | +3.5% | +0.7% | +2.8% | +2.8% |
| 6M | +0.4% | +39.5% | -39.0% | -17.8% |
| YTD | +4.6% | +3.1% | +1.5% | -0.4% |
| 1Y | +33.1% | +4.8% | +28.3% | +25.4% |
| 3Y | +396.0% | +42.9% | +353.0% | +269.9% |
| 5Y | +230.3% | +55.3% | +175.0% | +127.2% |
| All | +356.2% | +218.5% | +137.7% | +111.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling