+505.6%
WMB vs WTW
+1,181.4%
-675.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.5% |
| 7D | +7.8% | +2.0% | +5.8% | +6.8% |
| 30D | -5.1% | +12.9% | -18.0% | -11.0% |
| 3M | -4.7% | +0.7% | -5.5% | -5.9% |
| 6M | -7.4% | +39.5% | -46.9% | -22.8% |
| YTD | +17.5% | +3.1% | +14.4% | +11.2% |
| 1Y | +19.5% | +4.8% | +14.7% | +12.1% |
| 3Y | +121.3% | +42.9% | +78.3% | +73.1% |
| 5Y | +200.5% | +55.3% | +145.3% | +118.5% |
| 10Y | +281.9% | +217.2% | +64.7% | +79.0% |
| All | +505.6% | +1,181.4% | -675.8% | +67.4% |
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