-59.7%
MKTX vs WTW
+42.0%
-101.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -0.2% | -5.7% | +5.5% | +1.8% |
| 30D | +0.7% | -7.3% | +8.0% | +3.2% |
| 3M | +40.8% | +21.5% | +19.3% | +33.5% |
| 6M | -8.0% | +9.6% | -17.6% | -10.5% |
| YTD | -8.7% | -3.3% | -5.5% | -8.6% |
| 1Y | -11.8% | -6.1% | -5.7% | -10.9% |
| 3Y | -24.0% | +61.8% | -85.9% | -41.3% |
| All | -59.7% | +42.0% | -101.7% | -67.8% |
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 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