+1,412.6%
WM vs WTW
+1,172.0%
+240.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.2% |
| 7D | +1.2% | +1.6% | -0.4% | +0.7% |
| 30D | +13.7% | +12.4% | +1.3% | +9.8% |
| 3M | +5.2% | -2.6% | +7.9% | +6.0% |
| 6M | +11.2% | +30.8% | -19.6% | +2.2% |
| YTD | +9.4% | +2.3% | +7.1% | +7.2% |
| 1Y | +20.4% | +4.9% | +15.5% | +17.0% |
| 3Y | +44.7% | +43.9% | +0.8% | +26.8% |
| 5Y | +58.5% | +53.8% | +4.6% | +34.3% |
| 10Y | +326.4% | +212.8% | +113.6% | +188.5% |
| All | +1,412.6% | +1,172.0% | +240.6% | +793.2% |
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