+1,214.5%
PLD vs WTW
+1,177.0%
+37.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.3% |
| 7D | -1.0% | -0.9% | -0.1% | -0.5% |
| 30D | -1.8% | +12.0% | -13.8% | -8.4% |
| 3M | -6.0% | -2.1% | -4.0% | -5.6% |
| 6M | -8.4% | +34.8% | -43.1% | -24.2% |
| YTD | +4.2% | +2.7% | +1.5% | -1.2% |
| 1Y | +6.2% | +5.1% | +1.1% | -0.9% |
| 3Y | +37.0% | +44.4% | -7.4% | +2.7% |
| 5Y | +1.2% | +55.1% | -54.0% | -28.5% |
| 10Y | +272.2% | +216.1% | +56.1% | +57.0% |
| All | +1,214.5% | +1,177.0% | +37.5% | +236.5% |
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 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