+52.0%
V vs WTW
+61.8%
-9.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.2% |
| 7D | -3.0% | -7.8% | +4.7% | -0.5% |
| 30D | +1.2% | -7.9% | +9.1% | +3.9% |
| 3M | +13.9% | +19.9% | -6.0% | +7.0% |
| 6M | +17.2% | +9.8% | +7.4% | +12.8% |
| YTD | +5.3% | -3.3% | +8.7% | +5.3% |
| 1Y | +9.5% | -3.3% | +12.8% | +9.3% |
| All | +52.0% | +61.8% | -9.8% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling