+21.2%
WM vs WTW
+6.3%
+14.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.4% |
| 7D | +3.2% | +2.0% | +1.2% | +2.9% |
| 30D | +13.0% | +12.9% | +0.1% | +11.2% |
| 3M | +9.2% | +0.7% | +8.5% | +8.8% |
| 6M | +13.6% | +39.5% | -25.8% | +10.4% |
| YTD | +12.4% | +3.1% | +9.3% | +9.1% |
| 1Y | +21.2% | +4.8% | +16.5% | +17.4% |
| All | +21.2% | +6.3% | +14.9% | +17.4% |
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