+467.2%
TDY vs WTW
+198.0%
+269.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -1.1% | -5.7% | +4.6% | +1.4% |
| 30D | -12.0% | -7.3% | -4.8% | -9.3% |
| 3M | -3.2% | +21.5% | -24.7% | -11.9% |
| 6M | -7.9% | +9.6% | -17.5% | -13.1% |
| YTD | +18.2% | -3.3% | +21.5% | +17.3% |
| 1Y | +6.7% | -6.1% | +12.8% | +7.2% |
| 3Y | +47.5% | +61.8% | -14.3% | +8.9% |
| 5Y | +39.5% | +42.7% | -3.2% | +8.6% |
| All | +467.2% | +198.0% | +269.1% | +190.9% |
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