+200.1%
GDDY vs WTW
+198.0%
+2.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | -3.2% | -5.7% | +2.5% | -0.4% |
| 30D | +6.8% | -7.3% | +14.1% | +10.7% |
| 3M | +30.5% | +21.5% | +9.0% | +18.9% |
| 6M | +13.3% | +9.6% | +3.7% | +7.8% |
| YTD | -21.0% | -3.3% | -17.7% | -21.1% |
| 1Y | -34.0% | -6.1% | -27.9% | -33.3% |
| 3Y | +33.1% | +61.8% | -28.8% | -0.2% |
| 5Y | +30.3% | +42.7% | -12.3% | +2.8% |
| All | +200.1% | +198.0% | +2.0% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling