+145.0%
WFC vs WTW
+198.0%
-53.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | +0.4% | -5.7% | +6.1% | +3.4% |
| 30D | +1.5% | -7.3% | +8.8% | +5.3% |
| 3M | +10.2% | +21.5% | -11.3% | -1.2% |
| 6M | +18.8% | +9.6% | +9.2% | +11.4% |
| YTD | -1.5% | -3.3% | +1.8% | -2.1% |
| 1Y | +13.5% | -6.1% | +19.7% | +14.6% |
| 3Y | +135.0% | +61.8% | +73.1% | +67.6% |
| 5Y | +130.1% | +42.7% | +87.4% | +74.1% |
| All | +145.0% | +198.0% | -53.1% | +20.0% |
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