+140.1%
WMB vs WTW
+61.8%
+78.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.1% |
| 7D | -1.7% | -7.8% | +6.1% | -1.3% |
| 30D | +0.7% | -7.9% | +8.6% | +1.1% |
| 3M | +1.5% | +19.9% | -18.4% | 0.0% |
| 6M | +0.1% | +9.8% | -9.7% | -0.9% |
| YTD | +22.9% | -3.3% | +26.3% | +23.9% |
| 1Y | +27.9% | -3.3% | +31.2% | +28.8% |
| All | +140.1% | +61.8% | +78.3% | +127.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling