+669.0%
GRMN vs WTW
+198.0%
+470.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.2% | +4.2% |
| 7D | +2.4% | -5.7% | +8.1% | +4.9% |
| 30D | -8.5% | -7.3% | -1.2% | -5.7% |
| 3M | +19.5% | +21.5% | -2.0% | +9.6% |
| 6M | +21.2% | +9.6% | +11.6% | +15.3% |
| YTD | +41.0% | -3.3% | +44.3% | +40.7% |
| 1Y | +19.6% | -6.1% | +25.7% | +20.6% |
| 3Y | +183.8% | +61.8% | +122.0% | +118.3% |
| 5Y | +83.0% | +42.7% | +40.3% | +47.7% |
| All | +669.0% | +198.0% | +470.9% | +352.6% |
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