+898.7%
BDX vs WTW
+1,101.3%
-202.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | -5.4% | -7.8% | +2.4% | -3.4% |
| 30D | -2.2% | -7.9% | +5.7% | -0.1% |
| 3M | +20.1% | +19.9% | +0.1% | +14.4% |
| 6M | +9.1% | +9.8% | -0.8% | +5.8% |
| YTD | +17.9% | -3.3% | +21.2% | +17.8% |
| 1Y | +22.1% | -3.3% | +25.4% | +21.9% |
| 3Y | -10.5% | +61.5% | -72.1% | -22.4% |
| 5Y | -2.6% | +42.6% | -45.2% | -13.6% |
| 10Y | +57.5% | +197.1% | -139.6% | +14.3% |
| All | +898.7% | +1,101.3% | -202.5% | +397.0% |
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