-37.5%
U vs WTW
+71.5%
-109.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.8% | +5.4% | +4.0% |
| 7D | +4.5% | -2.7% | +7.2% | +5.8% |
| 30D | -0.6% | -5.6% | +5.1% | +2.1% |
| 3M | +48.4% | +26.5% | +21.9% | +31.9% |
| 6M | +115.4% | +8.1% | +107.2% | +105.0% |
| YTD | -3.2% | -0.3% | -2.9% | -5.1% |
| 1Y | -6.0% | -0.9% | -5.2% | -8.1% |
| 3Y | +13.5% | +66.6% | -53.2% | -25.8% |
| 5Y | -68.0% | +54.0% | -122.0% | -77.9% |
| All | -37.5% | +71.5% | -109.0% | -56.8% |
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