+154.3%
GE vs WTW
+1,094.8%
-940.5%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.7% | -1.3% |
| 7D | -1.2% | -7.1% | +5.9% | +1.9% |
| 30D | -11.3% | -8.5% | -2.7% | -8.0% |
| 3M | -1.4% | +20.6% | -22.0% | -9.7% |
| 6M | +1.2% | +7.2% | -6.0% | -3.4% |
| YTD | +5.9% | -3.9% | +9.8% | +5.2% |
| 1Y | +18.4% | -3.6% | +22.0% | +17.2% |
| 3Y | +271.0% | +60.7% | +210.3% | +188.2% |
| 5Y | +417.9% | +42.2% | +375.8% | +322.1% |
| 10Y | +152.0% | +195.5% | -43.5% | +48.4% |
| All | +154.3% | +1,094.8% | -940.5% | +9.2% |
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