+60.2%
WM vs WTW
+51.9%
+8.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.5% |
| 7D | +1.2% | +1.4% | -0.2% | +0.9% |
| 30D | +13.1% | +13.1% | -0.1% | +9.6% |
| 3M | +3.6% | -3.0% | +6.6% | +4.3% |
| 6M | +8.1% | +31.2% | -23.1% | +0.6% |
| YTD | +8.9% | +1.1% | +7.8% | +7.4% |
| 1Y | +20.3% | +3.4% | +16.9% | +17.8% |
| 3Y | +46.2% | +44.7% | +1.5% | +29.0% |
| All | +60.2% | +51.9% | +8.3% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling