+56.7%
BDX vs WTW
+198.0%
-141.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -3.2% | -5.7% | +2.6% | -1.4% |
| 30D | -2.5% | -7.3% | +4.7% | -0.3% |
| 3M | +21.4% | +21.5% | -0.1% | +14.0% |
| 6M | +10.4% | +9.6% | +0.8% | +6.5% |
| YTD | +18.8% | -3.3% | +22.1% | +18.7% |
| 1Y | +21.7% | -6.1% | +27.8% | +22.7% |
| 3Y | -10.0% | +61.8% | -71.8% | -25.2% |
| 5Y | -1.8% | +42.7% | -44.5% | -16.2% |
| All | +56.7% | +198.0% | -141.4% | +3.9% |
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 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