+132.3%
HON vs WTW
+198.0%
-65.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.5% | -5.7% | +2.3% | -1.1% |
| 30D | -13.8% | -7.3% | -6.5% | -11.2% |
| 3M | -11.7% | +21.5% | -33.1% | -19.2% |
| 6M | -18.7% | +9.6% | -28.4% | -23.1% |
| YTD | +0.2% | -3.3% | +3.5% | -0.3% |
| 1Y | -3.1% | -6.1% | +3.1% | -2.5% |
| 3Y | +17.0% | +61.8% | -44.9% | -11.6% |
| 5Y | +2.0% | +42.7% | -40.6% | -19.1% |
| All | +132.3% | +198.0% | -65.7% | +32.8% |
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 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