+166.1%
WAT vs WTW
+198.0%
-31.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -0.3% | -5.7% | +5.5% | +2.1% |
| 30D | -1.9% | -7.3% | +5.4% | +1.0% |
| 3M | +13.5% | +21.5% | -8.0% | +4.2% |
| 6M | +37.2% | +9.6% | +27.6% | +30.1% |
| YTD | +7.5% | -3.3% | +10.8% | +7.8% |
| 1Y | +35.0% | -6.1% | +41.1% | +36.8% |
| 3Y | +55.1% | +61.8% | -6.8% | +21.8% |
| 5Y | -2.8% | +42.7% | -45.5% | -20.1% |
| All | +166.1% | +198.0% | -31.9% | +59.8% |
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