+140.1%
GOOGL vs WTW
+42.0%
+98.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | 0.0% | -5.7% | +5.7% | +1.3% |
| 30D | -1.4% | -7.3% | +5.8% | +0.2% |
| 3M | -5.3% | +21.5% | -26.8% | -9.6% |
| 6M | +9.8% | +9.6% | +0.2% | +6.8% |
| YTD | +8.4% | -3.3% | +11.6% | +9.0% |
| 1Y | +41.2% | -6.1% | +47.3% | +43.2% |
| 3Y | +149.6% | +61.8% | +87.7% | +83.9% |
| All | +140.1% | +42.0% | +98.1% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling