+218.7%
TPR vs WTW
+45.2%
+173.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -1.9% |
| 7D | -7.3% | -7.1% | -0.2% | -4.6% |
| 30D | -30.7% | -8.5% | -22.2% | -28.2% |
| 3M | -21.6% | +20.6% | -42.2% | -26.9% |
| 6M | -21.3% | +7.2% | -28.5% | -23.6% |
| YTD | -10.2% | -3.9% | -6.3% | -9.4% |
| 1Y | +9.5% | -3.6% | +13.1% | +10.1% |
| 3Y | +280.8% | +60.7% | +220.1% | +177.0% |
| 5Y | +218.7% | +42.2% | +176.6% | +133.9% |
| All | +218.7% | +45.2% | +173.5% | +133.9% |
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 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