+105.9%
GILD vs WTW
+61.9%
+44.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -4.8% | -5.7% | +0.9% | -3.9% |
| 30D | +5.8% | -7.3% | +13.0% | +7.1% |
| 3M | +14.9% | +21.5% | -6.5% | +11.0% |
| 6M | -0.4% | +9.6% | -10.0% | -2.2% |
| YTD | +18.5% | -3.3% | +21.8% | +19.2% |
| 1Y | +25.1% | -6.1% | +31.3% | +27.0% |
| 3Y | +105.9% | +61.8% | +44.1% | +83.9% |
| All | +105.9% | +61.9% | +44.0% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling