-10.9%
DOW vs WTW
+100.4%
-111.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | +1.0% |
| 7D | -6.0% | -7.1% | +1.1% | -3.0% |
| 30D | -2.7% | -8.5% | +5.8% | +1.0% |
| 3M | -10.5% | +20.6% | -31.0% | -18.4% |
| 6M | -12.4% | +7.2% | -19.6% | -16.8% |
| YTD | +30.0% | -3.9% | +33.9% | +29.5% |
| 1Y | +27.8% | -3.6% | +31.4% | +26.8% |
| 3Y | -34.9% | +60.7% | -95.6% | -52.7% |
| 5Y | -35.9% | +42.2% | -78.0% | -51.2% |
| All | -10.9% | +100.4% | -111.4% | -45.3% |
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