+1.3%
BBY vs WTW
+42.0%
-40.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +0.6% | -5.7% | +6.3% | +2.6% |
| 30D | +9.4% | -7.3% | +16.7% | +12.1% |
| 3M | +19.3% | +21.5% | -2.1% | +10.8% |
| 6M | +47.9% | +9.6% | +38.3% | +41.6% |
| YTD | +39.6% | -3.3% | +42.8% | +40.4% |
| 1Y | +22.2% | -6.1% | +28.3% | +24.2% |
| 3Y | +45.0% | +61.8% | -16.9% | +11.7% |
| All | +1.3% | +42.0% | -40.7% | -20.8% |
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