+282.6%
TPR vs WTW
+60.9%
+221.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -2.6% |
| 7D | -7.3% | -7.1% | -0.2% | -6.1% |
| 30D | -30.7% | -8.5% | -22.2% | -29.6% |
| 3M | -21.6% | +20.6% | -42.2% | -23.4% |
| 6M | -21.3% | +7.2% | -28.5% | -21.4% |
| YTD | -10.2% | -3.9% | -6.3% | -8.5% |
| 1Y | +9.5% | -3.6% | +13.1% | +11.3% |
| All | +282.6% | +60.9% | +221.7% | +264.9% |
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 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