+330.3%
WM vs WTW
+218.5%
+111.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.8% |
| 7D | +3.2% | +2.0% | +1.2% | +2.5% |
| 30D | +13.0% | +12.9% | +0.1% | +8.4% |
| 3M | +9.2% | +0.7% | +8.5% | +8.8% |
| 6M | +13.6% | +39.5% | -25.8% | +0.9% |
| YTD | +12.4% | +3.1% | +9.3% | +9.5% |
| 1Y | +21.2% | +4.8% | +16.5% | +17.3% |
| 3Y | +48.7% | +42.9% | +5.7% | +26.7% |
| 5Y | +61.9% | +55.3% | +6.6% | +31.0% |
| All | +330.3% | +218.5% | +111.8% | +178.6% |
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