+3,978.1%
TPR vs WTW
+1,139.1%
+2,839.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -0.9% | -2.4% |
| 7D | -3.4% | -2.7% | -0.6% | -2.1% |
| 30D | -27.3% | -5.6% | -21.7% | -25.2% |
| 3M | -16.2% | +26.5% | -42.7% | -25.3% |
| 6M | -17.9% | +8.1% | -26.0% | -22.1% |
| YTD | -7.1% | -0.3% | -6.8% | -9.4% |
| 1Y | +13.6% | -0.9% | +14.5% | +11.0% |
| 3Y | +293.7% | +66.6% | +227.1% | +192.4% |
| 5Y | +239.1% | +54.0% | +185.1% | +160.9% |
| 10Y | +311.2% | +198.1% | +113.0% | +134.5% |
| All | +3,978.1% | +1,139.1% | +2,839.0% | +2,266.2% |
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