+47.5%
TDY vs WTW
+61.9%
-14.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -1.1% | -5.7% | +4.6% | -0.4% |
| 30D | -12.0% | -7.3% | -4.8% | -11.3% |
| 3M | -3.2% | +21.5% | -24.7% | -5.8% |
| 6M | -7.9% | +9.6% | -17.5% | -9.0% |
| YTD | +18.2% | -3.3% | +21.5% | +19.9% |
| 1Y | +6.7% | -6.1% | +12.8% | +9.1% |
| 3Y | +47.5% | +61.8% | -14.3% | +36.7% |
| All | +47.5% | +61.9% | -14.3% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling