-39.3%
BAX vs WTW
+198.0%
-237.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | -7.9% | -5.7% | -2.1% | -5.9% |
| 30D | -11.7% | -7.3% | -4.4% | -9.3% |
| 3M | +16.2% | +21.5% | -5.3% | +9.1% |
| 6M | +32.0% | +9.6% | +22.3% | +27.4% |
| YTD | +24.7% | -3.3% | +28.0% | +24.9% |
| 1Y | -2.6% | -6.1% | +3.5% | -1.5% |
| 3Y | -35.0% | +61.8% | -96.8% | -46.9% |
| 5Y | -67.6% | +42.7% | -110.2% | -72.4% |
| All | -39.3% | +198.0% | -237.4% | -60.2% |
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