+4,413.4%
WAB vs WTW
+1,094.8%
+3,318.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | +0.1% |
| 7D | +0.2% | -7.1% | +7.3% | +3.3% |
| 30D | -4.6% | -8.5% | +4.0% | -1.1% |
| 3M | +5.6% | +20.6% | -14.9% | -3.1% |
| 6M | +13.8% | +7.2% | +6.6% | +8.6% |
| YTD | +31.9% | -3.9% | +35.7% | +30.7% |
| 1Y | +48.3% | -3.6% | +51.9% | +46.5% |
| 3Y | +167.1% | +60.7% | +106.5% | +108.2% |
| 5Y | +222.9% | +42.2% | +180.7% | +163.5% |
| 10Y | +289.9% | +195.5% | +94.5% | +129.5% |
| All | +4,413.4% | +1,094.8% | +3,318.6% | +2,223.5% |
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