+113.2%
WDC vs WTW
+8.6%
+104.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.0% | -9.7% | -4.9% |
| 7D | -18.3% | +4.9% | -23.2% | -15.6% |
| 30D | -26.7% | +17.1% | -43.8% | -18.7% |
| 3M | -40.9% | -0.3% | -40.6% | -40.0% |
| 6M | -26.8% | +30.7% | -57.4% | -12.0% |
| YTD | +88.2% | +3.7% | +84.4% | +126.3% |
| 1Y | +113.2% | +5.9% | +107.3% | +154.4% |
| All | +113.2% | +8.6% | +104.6% | +154.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling