+1,289.3%
WM vs WTW
+1,174.9%
+114.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.6% |
| 7D | -0.3% | -2.6% | +2.3% | +0.5% |
| 30D | -2.4% | -1.0% | -1.4% | -2.1% |
| 3M | +0.4% | +29.9% | -29.5% | -7.3% |
| 6M | -9.5% | +10.7% | -20.2% | -12.8% |
| YTD | +0.5% | +2.6% | -2.1% | -1.6% |
| 1Y | -1.1% | +2.8% | -3.8% | -3.2% |
| 3Y | +46.0% | +67.3% | -21.2% | +21.9% |
| 5Y | +51.8% | +56.6% | -4.8% | +27.8% |
| 10Y | +307.5% | +204.1% | +103.4% | +177.8% |
| All | +1,289.3% | +1,174.9% | +114.4% | +720.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling