+52.9%
BAX vs WTW
+1,174.9%
-1,122.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.2% | +1.6% |
| 7D | -1.1% | -2.6% | +1.5% | -0.4% |
| 30D | -5.5% | -1.0% | -4.5% | -5.2% |
| 3M | +33.5% | +29.9% | +3.6% | +24.5% |
| 6M | +35.9% | +10.7% | +25.2% | +31.6% |
| YTD | +35.4% | +2.6% | +32.8% | +33.3% |
| 1Y | +9.8% | +2.8% | +7.0% | +8.0% |
| 3Y | -32.7% | +67.3% | -100.0% | -42.8% |
| 5Y | -65.6% | +56.6% | -122.2% | -70.3% |
| 10Y | -34.9% | +204.1% | -239.0% | -53.7% |
| All | +52.9% | +1,174.9% | -1,122.0% | -16.9% |
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