+17.6%
ABNB vs WTW
+65.1%
-47.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.5% |
| 7D | -6.5% | -5.7% | -0.7% | -4.2% |
| 30D | -5.5% | -7.3% | +1.8% | -2.7% |
| 3M | +30.0% | +21.5% | +8.6% | +20.6% |
| 6M | +27.6% | +9.6% | +18.0% | +22.4% |
| YTD | +25.4% | -3.3% | +28.7% | +25.6% |
| 1Y | +38.3% | -6.1% | +44.4% | +40.1% |
| 3Y | +15.5% | +61.8% | -46.3% | -12.6% |
| 5Y | +3.0% | +42.7% | -39.7% | -20.1% |
| All | +17.6% | +65.1% | -47.5% | -7.1% |
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