+830.8%
WAT vs WTW
+1,101.3%
-270.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | -2.9% | -7.8% | +4.9% | 0.0% |
| 30D | -3.2% | -7.9% | +4.7% | -0.4% |
| 3M | +10.6% | +19.9% | -9.4% | +2.8% |
| 6M | +34.0% | +9.8% | +24.2% | +27.6% |
| YTD | +5.7% | -3.3% | +9.1% | +5.7% |
| 1Y | +37.1% | -3.3% | +40.4% | +36.7% |
| 3Y | +52.4% | +61.5% | -9.2% | +24.0% |
| 5Y | -4.4% | +42.6% | -47.0% | -19.0% |
| 10Y | +165.8% | +197.1% | -31.3% | +67.6% |
| All | +830.8% | +1,101.3% | -270.5% | +343.3% |
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