+4,500.1%
TPR vs WTW
+1,156.4%
+3,343.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.2% |
| 7D | -1.1% | -2.3% | +1.1% | -0.1% |
| 30D | +15.1% | +10.7% | +4.4% | +9.6% |
| 3M | -13.4% | -3.1% | -10.3% | -12.2% |
| 6M | +1.4% | +31.7% | -30.3% | -11.7% |
| YTD | +4.8% | +1.1% | +3.7% | +1.4% |
| 1Y | +29.2% | +4.1% | +25.1% | +23.2% |
| 3Y | +403.7% | +42.1% | +361.6% | +306.3% |
| 5Y | +230.8% | +52.2% | +178.6% | +156.1% |
| 10Y | +369.2% | +210.9% | +158.3% | +162.5% |
| All | +4,500.1% | +1,156.4% | +3,343.7% | +2,546.9% |
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 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