+3,402.3%
TDY vs WTW
+1,102.0%
+2,300.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.2% |
| YTD | +18.2% | -3.3% | +21.5% | +16.8% |
| 1Y | +6.7% | -6.1% | +12.8% | +6.6% |
| 3Y | +47.5% | +61.8% | -14.3% | +12.6% |
| 5Y | +39.5% | +42.7% | -3.2% | +11.9% |
| 10Y | +477.2% | +197.2% | +279.9% | +223.7% |
| All | +3,402.3% | +1,102.0% | +2,300.2% | +985.4% |
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