-42.6%
INTU vs WTW
+45.2%
-87.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | +0.3% |
| 7D | -8.5% | -7.1% | -1.3% | -4.9% |
| 30D | -6.1% | -8.5% | +2.4% | -1.7% |
| 3M | +7.3% | +20.6% | -13.2% | -2.9% |
| 6M | -33.2% | +7.2% | -40.4% | -36.2% |
| YTD | -52.2% | -3.9% | -48.3% | -52.1% |
| 1Y | -52.7% | -3.6% | -49.1% | -52.9% |
| 3Y | -41.6% | +60.7% | -102.3% | -61.0% |
| 5Y | -42.6% | +42.2% | -84.8% | -60.5% |
| All | -42.6% | +45.2% | -87.9% | -60.5% |
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