+155.2%
W vs WTW
+198.0%
-42.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +1.1% |
| 7D | -0.9% | -5.7% | +4.8% | +3.4% |
| 30D | -4.2% | -7.3% | +3.0% | +1.0% |
| 3M | +26.9% | +21.5% | +5.4% | +8.1% |
| 6M | +31.2% | +9.6% | +21.6% | +20.8% |
| YTD | -1.8% | -3.3% | +1.5% | -1.9% |
| 1Y | +9.3% | -6.1% | +15.5% | +11.1% |
| 3Y | +33.2% | +61.8% | -28.6% | -20.0% |
| 5Y | -62.4% | +42.7% | -105.1% | -74.0% |
| All | +155.2% | +198.0% | -42.8% | +12.6% |
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 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