+554.0%
WMB vs WTW
+1,094.8%
-540.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | +0.8% |
| 7D | 0.0% | -7.1% | +7.1% | +3.5% |
| 30D | +4.6% | -8.5% | +13.1% | +8.9% |
| 3M | +5.7% | +20.6% | -14.8% | -4.6% |
| 6M | +4.2% | +7.2% | -3.0% | -1.7% |
| YTD | +26.8% | -3.9% | +30.7% | +25.0% |
| 1Y | +34.7% | -3.6% | +38.3% | +32.1% |
| 3Y | +146.8% | +60.7% | +86.1% | +81.1% |
| 5Y | +285.0% | +42.2% | +242.9% | +193.5% |
| 10Y | +313.2% | +195.5% | +117.7% | +101.2% |
| All | +554.0% | +1,094.8% | -540.9% | +88.2% |
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