+116.3%
IBM vs WTW
+42.3%
+74.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.7% |
| 7D | -0.3% | -7.8% | +7.5% | +2.6% |
| 30D | -1.8% | -7.9% | +6.0% | +0.9% |
| 3M | -13.5% | +19.9% | -33.4% | -19.0% |
| 6M | -5.1% | +9.8% | -14.9% | -9.0% |
| YTD | -19.4% | -3.3% | -16.0% | -19.6% |
| 1Y | -6.5% | -3.3% | -3.2% | -7.1% |
| 3Y | +73.8% | +61.5% | +12.3% | +44.0% |
| 5Y | +116.3% | +42.6% | +73.7% | +81.0% |
| All | +116.3% | +42.3% | +74.0% | +81.0% |
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