-44.0%
BIDU vs WTW
+42.0%
-86.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -8.1% | -5.7% | -2.4% | -6.8% |
| 30D | -12.8% | -7.3% | -5.6% | -11.4% |
| 3M | -21.3% | +21.5% | -42.7% | -25.0% |
| 6M | -27.0% | +9.6% | -36.6% | -28.9% |
| YTD | -30.0% | -3.3% | -26.8% | -29.5% |
| 1Y | -18.3% | -6.1% | -12.1% | -16.9% |
| 3Y | -33.8% | +61.8% | -95.7% | -51.4% |
| All | -44.0% | +42.0% | -86.0% | -58.0% |
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 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