+238.0%
GM vs WTW
+382.9%
-144.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -2.4% | -5.7% | +3.3% | +0.6% |
| 30D | -1.1% | -7.3% | +6.1% | +2.8% |
| 3M | +6.1% | +21.5% | -15.3% | -5.1% |
| 6M | +15.0% | +9.6% | +5.3% | +7.5% |
| YTD | +6.0% | -3.3% | +9.3% | +5.4% |
| 1Y | +47.1% | -6.1% | +53.2% | +48.3% |
| 3Y | +170.5% | +61.8% | +108.7% | +92.1% |
| 5Y | +80.5% | +42.7% | +37.8% | +37.1% |
| 10Y | +238.7% | +197.2% | +41.5% | +62.6% |
| All | +238.0% | +382.9% | -144.9% | +14.5% |
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