+298.4%
WMB vs WTW
+198.0%
+100.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -1.0% | -5.7% | +4.7% | +0.9% |
| 30D | -0.4% | -7.3% | +6.8% | +2.0% |
| 3M | +3.2% | +21.5% | -18.2% | -4.6% |
| 6M | +0.1% | +9.6% | -9.6% | -4.7% |
| YTD | +23.9% | -3.3% | +27.1% | +22.9% |
| 1Y | +27.6% | -6.1% | +33.7% | +28.0% |
| 3Y | +141.9% | +61.8% | +80.1% | +87.3% |
| 5Y | +273.8% | +42.7% | +231.1% | +199.9% |
| All | +298.4% | +198.0% | +100.4% | +135.7% |
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