+165.0%
W vs WTW
+262.4%
-97.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.4% | +2.6% |
| 7D | +6.5% | -2.7% | +9.2% | +8.6% |
| 30D | -6.2% | -5.6% | -0.6% | -2.2% |
| 3M | +48.9% | +26.5% | +22.4% | +23.0% |
| 6M | +31.2% | +8.1% | +23.1% | +22.1% |
| YTD | -0.4% | -0.3% | -0.1% | -2.7% |
| 1Y | +14.8% | -0.9% | +15.7% | +12.0% |
| 3Y | +40.5% | +66.6% | -26.1% | -16.4% |
| 5Y | -62.1% | +54.0% | -116.1% | -75.1% |
| 10Y | +141.5% | +198.1% | -56.6% | -8.2% |
| All | +165.0% | +262.4% | -97.4% | -27.0% |
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