+561.8%
GWW vs WTW
+198.0%
+363.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -3.4% | -5.7% | +2.4% | -0.9% |
| 30D | -1.9% | -7.3% | +5.3% | +1.1% |
| 3M | -2.4% | +21.5% | -23.9% | -10.9% |
| 6M | +15.7% | +9.6% | +6.1% | +9.6% |
| YTD | +27.6% | -3.3% | +30.9% | +27.1% |
| 1Y | +27.2% | -6.1% | +33.3% | +28.1% |
| 3Y | +89.7% | +61.8% | +27.8% | +43.6% |
| 5Y | +223.9% | +42.7% | +181.2% | +156.6% |
| All | +561.8% | +198.0% | +363.7% | +281.9% |
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 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