+4.5%
HD vs WTW
+42.0%
-37.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -3.8% | -5.7% | +1.9% | -2.1% |
| 30D | -9.4% | -7.3% | -2.2% | -7.4% |
| 3M | -4.6% | +21.5% | -26.1% | -10.6% |
| 6M | -10.1% | +9.6% | -19.7% | -13.3% |
| YTD | -8.3% | -3.3% | -5.0% | -8.1% |
| 1Y | -25.0% | -6.1% | -18.9% | -24.0% |
| 3Y | +1.5% | +61.8% | -60.3% | -20.3% |
| All | +4.5% | +42.0% | -37.5% | -15.6% |
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 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