+7.0%
WMT vs WTW
+3.0%
+4.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +1.0% | -1.1% |
| 7D | +3.9% | -2.6% | +6.5% | +4.0% |
| 30D | -4.4% | -1.0% | -3.4% | -4.3% |
| 3M | -8.8% | +29.9% | -38.7% | -10.1% |
| 6M | -15.6% | +10.7% | -26.3% | -15.6% |
| YTD | -3.2% | +2.6% | -5.8% | -1.2% |
| 1Y | +7.0% | +2.8% | +4.3% | +10.2% |
| All | +7.0% | +3.0% | +4.1% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling