+1,188.5%
WDC vs WTW
+198.0%
+990.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.0% | -3.0% |
| 7D | -4.3% | -5.7% | +1.4% | -1.9% |
| 30D | -1.5% | -7.3% | +5.8% | +1.3% |
| 3M | -15.5% | +21.5% | -36.9% | -25.0% |
| 6M | +66.5% | +9.6% | +56.8% | +52.8% |
| YTD | +159.9% | -3.3% | +163.1% | +153.5% |
| 1Y | +366.0% | -6.1% | +372.1% | +359.2% |
| 3Y | +1,285.8% | +61.8% | +1,224.0% | +804.5% |
| 5Y | +925.6% | +42.7% | +882.9% | +620.6% |
| All | +1,188.5% | +198.0% | +990.5% | +508.8% |
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