-67.0%
BAX vs WTW
+42.3%
-109.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -5.4% | -7.8% | +2.4% | -2.8% |
| 30D | -12.4% | -7.9% | -4.5% | -9.9% |
| 3M | +19.1% | +19.9% | -0.8% | +12.8% |
| 6M | +38.6% | +9.8% | +28.8% | +34.0% |
| YTD | +26.7% | -3.3% | +30.1% | +26.9% |
| 1Y | +1.0% | -3.3% | +4.3% | +1.1% |
| 3Y | -33.9% | +61.5% | -95.4% | -46.7% |
| 5Y | -67.0% | +42.6% | -109.6% | -72.6% |
| All | -67.0% | +42.3% | -109.3% | -72.6% |
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