+2,945.3%
WCN vs WTW
+1,101.3%
+1,844.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.3% |
| 7D | -4.4% | -7.8% | +3.4% | -2.3% |
| 30D | -4.4% | -7.9% | +3.4% | -2.3% |
| 3M | +0.5% | +19.9% | -19.5% | -4.6% |
| 6M | -3.3% | +9.8% | -13.1% | -6.3% |
| YTD | -8.5% | -3.3% | -5.1% | -8.7% |
| 1Y | -8.9% | -3.3% | -5.6% | -9.3% |
| 3Y | +18.0% | +61.5% | -43.5% | +1.0% |
| 5Y | +25.0% | +42.6% | -17.5% | +9.9% |
| 10Y | +234.7% | +197.1% | +37.7% | +139.8% |
| All | +2,945.3% | +1,101.3% | +1,844.0% | +2,183.5% |
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 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