+83.1%
SPY vs WTW
+42.0%
+41.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -0.8% | -5.7% | +4.9% | +0.8% |
| 30D | -1.1% | -7.3% | +6.2% | +0.9% |
| 3M | +3.9% | +21.5% | -17.6% | -2.1% |
| 6M | +13.6% | +9.6% | +4.0% | +9.9% |
| YTD | +12.7% | -3.3% | +16.0% | +13.0% |
| 1Y | +17.5% | -6.1% | +23.6% | +19.1% |
| 3Y | +76.9% | +61.8% | +15.1% | +37.2% |
| All | +83.1% | +42.0% | +41.1% | +44.0% |
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