+726.7%
DIA vs WTW
+1,094.8%
-368.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.8% | +0.5% |
| 7D | -1.2% | -7.1% | +5.9% | +1.3% |
| 30D | -2.7% | -8.5% | +5.9% | +0.2% |
| 3M | +3.3% | +20.6% | -17.3% | -3.6% |
| 6M | +10.4% | +7.2% | +3.2% | +6.6% |
| YTD | +10.0% | -3.9% | +13.9% | +9.7% |
| 1Y | +16.2% | -3.6% | +19.8% | +15.5% |
| 3Y | +58.7% | +60.7% | -1.9% | +29.9% |
| 5Y | +63.6% | +42.2% | +21.4% | +38.5% |
| 10Y | +251.0% | +195.5% | +55.6% | +127.9% |
| All | +726.7% | +1,094.8% | -368.1% | +316.1% |
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