+883.2%
WMT vs WTW
+1,101.3%
-218.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -2.5% | -7.8% | +5.3% | -0.8% |
| 30D | -6.4% | -7.9% | +1.5% | -4.9% |
| 3M | -12.1% | +19.9% | -32.1% | -15.7% |
| 6M | -15.0% | +9.8% | -24.8% | -17.2% |
| YTD | -4.5% | -3.3% | -1.1% | -4.7% |
| 1Y | +6.2% | -3.3% | +9.5% | +5.9% |
| 3Y | +99.9% | +61.5% | +38.3% | +77.4% |
| 5Y | +131.4% | +42.6% | +88.9% | +109.0% |
| 10Y | +433.2% | +197.1% | +236.2% | +304.9% |
| All | +883.2% | +1,101.3% | -218.1% | +526.4% |
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