+11.4%
WBD vs WTW
+198.0%
-186.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -0.7% | -5.7% | +5.0% | +1.4% |
| 30D | +1.4% | -7.3% | +8.7% | +4.2% |
| 3M | +4.4% | +21.5% | -17.1% | -3.8% |
| 6M | +0.8% | +9.6% | -8.8% | -4.0% |
| YTD | -2.7% | -3.3% | +0.6% | -3.2% |
| 1Y | +73.4% | -6.1% | +79.5% | +74.4% |
| 3Y | +142.1% | +61.8% | +80.3% | +92.6% |
| 5Y | +7.2% | +42.7% | -35.4% | -10.6% |
| All | +11.4% | +198.0% | -186.7% | -27.5% |
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 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