+356.7%
HPQ vs WTW
+1,094.8%
-738.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.6% | +8.5% | +6.3% |
| 7D | +2.2% | -7.1% | +9.3% | +5.1% |
| 30D | +9.7% | -8.5% | +18.3% | +13.4% |
| 3M | +32.7% | +20.6% | +12.2% | +22.3% |
| 6M | +77.7% | +7.2% | +70.5% | +70.4% |
| YTD | +51.0% | -3.9% | +54.8% | +50.3% |
| 1Y | +18.4% | -3.6% | +22.0% | +17.5% |
| 3Y | +25.6% | +60.7% | -35.1% | -1.3% |
| 5Y | +38.6% | +42.2% | -3.5% | +14.3% |
| 10Y | +226.1% | +195.5% | +30.7% | +99.7% |
| All | +356.7% | +1,094.8% | -738.1% | +104.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling