+2,281.8%
NDAQ vs WTW
+519.5%
+1,762.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -0.5% |
| 7D | -2.6% | -2.7% | +0.2% | -1.2% |
| 30D | +0.5% | -5.6% | +6.1% | +3.3% |
| 3M | +9.9% | +26.5% | -16.6% | -2.7% |
| 6M | +8.2% | +8.1% | +0.1% | +2.8% |
| YTD | -1.5% | -0.3% | -1.2% | -3.6% |
| 1Y | +1.3% | -0.9% | +2.2% | -0.8% |
| 3Y | +92.6% | +66.6% | +26.0% | +42.0% |
| 5Y | +53.8% | +54.0% | -0.1% | +16.5% |
| 10Y | +376.0% | +198.1% | +177.8% | +143.6% |
| All | +2,281.8% | +519.5% | +1,762.2% | +663.2% |
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