+12.3%
WFC vs WTW
+3.0%
+9.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.3% |
| 7D | +3.8% | -2.6% | +6.4% | +4.3% |
| 30D | +1.5% | -1.0% | +2.5% | +1.6% |
| 3M | +10.9% | +29.9% | -19.1% | +4.8% |
| 6M | +8.4% | +10.7% | -2.3% | +5.4% |
| YTD | -1.9% | +2.6% | -4.5% | -3.6% |
| 1Y | +12.3% | +2.8% | +9.6% | +11.7% |
| All | +12.3% | +3.0% | +9.4% | +11.7% |
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