+142.1%
WBD vs WTW
+61.9%
+80.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -0.7% | -5.7% | +5.0% | +0.7% |
| 30D | +1.4% | -7.3% | +8.7% | +3.2% |
| 3M | +4.4% | +21.5% | -17.1% | -1.3% |
| 6M | +0.8% | +9.6% | -8.8% | -2.1% |
| YTD | -2.7% | -3.3% | +0.6% | -1.7% |
| 1Y | +73.4% | -6.1% | +79.5% | +77.5% |
| 3Y | +142.1% | +61.8% | +80.3% | +128.9% |
| All | +142.1% | +61.9% | +80.3% | +128.9% |
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