+52.5%
WAT vs WTW
+61.8%
-9.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -2.9% | -7.8% | +4.9% | -0.9% |
| 30D | -3.2% | -7.9% | +4.7% | -1.3% |
| 3M | +10.6% | +19.9% | -9.4% | +5.1% |
| 6M | +34.0% | +9.8% | +24.2% | +29.9% |
| YTD | +5.7% | -3.3% | +9.1% | +8.1% |
| 1Y | +37.1% | -3.3% | +40.4% | +39.7% |
| All | +52.5% | +61.8% | -9.2% | +44.0% |
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