+30.4%
BIL vs WTW
+311.5%
-281.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | 0.0% |
| 7D | +0.1% | -2.7% | +2.8% | +0.1% |
| 30D | +0.3% | -5.6% | +5.9% | +0.3% |
| 3M | +0.9% | +26.5% | -25.6% | +0.9% |
| 6M | +1.8% | +8.1% | -6.3% | +1.8% |
| YTD | +2.5% | -0.3% | +2.8% | +2.5% |
| 1Y | +3.7% | -0.9% | +4.5% | +3.7% |
| 3Y | +14.1% | +66.6% | -52.5% | +14.2% |
| 5Y | +19.4% | +54.0% | -34.5% | +19.5% |
| 10Y | +25.3% | +198.1% | -172.9% | +25.5% |
| All | +30.4% | +311.5% | -281.2% | +31.1% |
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