+1,660.3%
PLTR vs WTW
+61.2%
+1,599.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -4.1% | -5.7% | +1.6% | -1.4% |
| 30D | -2.2% | -7.3% | +5.0% | +1.2% |
| 3M | +27.6% | +21.5% | +6.1% | +15.2% |
| 6M | +10.3% | +9.6% | +0.7% | +3.8% |
| YTD | -5.9% | -3.3% | -2.6% | -6.3% |
| 1Y | +1.7% | -6.1% | +7.9% | +2.5% |
| 3Y | +959.1% | +61.8% | +897.2% | +653.2% |
| 5Y | +536.3% | +42.7% | +493.7% | +370.6% |
| All | +1,660.3% | +61.2% | +1,599.1% | +986.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling