-62.8%
W vs WTW
+42.3%
-105.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -3.0% |
| 7D | +0.5% | -7.8% | +8.3% | +6.1% |
| 30D | -5.6% | -7.9% | +2.3% | -0.3% |
| 3M | +41.9% | +19.9% | +22.0% | +23.0% |
| 6M | +30.2% | +9.8% | +20.4% | +20.6% |
| YTD | -2.9% | -3.3% | +0.4% | -2.7% |
| 1Y | +11.6% | -3.3% | +14.9% | +11.0% |
| 3Y | +37.0% | +61.5% | -24.6% | -26.1% |
| 5Y | -62.8% | +42.6% | -105.4% | -77.6% |
| All | -62.8% | +42.3% | -105.1% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling