+379.1%
V vs WTW
+198.0%
+181.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -1.2% | -5.7% | +4.5% | +1.6% |
| 30D | +3.1% | -7.3% | +10.3% | +6.8% |
| 3M | +16.3% | +21.5% | -5.1% | +5.2% |
| 6M | +20.4% | +9.6% | +10.7% | +13.7% |
| YTD | +6.3% | -3.3% | +9.5% | +6.0% |
| 1Y | +8.7% | -6.1% | +14.9% | +10.1% |
| 3Y | +53.3% | +61.8% | -8.5% | +14.5% |
| 5Y | +71.1% | +42.7% | +28.4% | +34.6% |
| All | +379.1% | +198.0% | +181.1% | +167.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling