+639.3%
BIDU vs WTW
+477.3%
+162.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | -5.2% | -7.8% | +2.6% | -1.5% |
| 30D | -14.5% | -7.9% | -6.6% | -11.2% |
| 3M | -22.9% | +19.9% | -42.8% | -29.9% |
| 6M | -27.8% | +9.8% | -37.6% | -32.6% |
| YTD | -30.7% | -3.3% | -27.3% | -32.0% |
| 1Y | -15.8% | -3.3% | -12.5% | -17.7% |
| 3Y | -33.2% | +61.5% | -94.8% | -51.9% |
| 5Y | -44.8% | +42.6% | -87.4% | -57.8% |
| 10Y | -50.3% | +197.1% | -247.3% | -76.7% |
| All | +639.3% | +477.3% | +162.0% | +78.2% |
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