+858.4%
SPY vs WTW
+1,139.1%
-280.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.5% |
| 7D | +0.5% | -2.7% | +3.3% | +1.5% |
| 30D | -0.9% | -5.6% | +4.7% | +1.0% |
| 3M | +3.9% | +26.5% | -22.6% | -5.1% |
| 6M | +14.5% | +8.1% | +6.4% | +9.9% |
| YTD | +12.9% | -0.3% | +13.2% | +10.9% |
| 1Y | +19.4% | -0.9% | +20.2% | +17.2% |
| 3Y | +78.5% | +66.6% | +11.8% | +41.6% |
| 5Y | +81.8% | +54.0% | +27.8% | +47.6% |
| 10Y | +311.5% | +198.1% | +113.4% | +156.3% |
| All | +858.4% | +1,139.1% | -280.7% | +339.2% |
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