+41.1%
WSM vs WTW
+8.6%
+32.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.0% | +3.5% | +5.9% |
| 7D | +8.0% | +4.9% | +3.1% | +7.0% |
| 30D | +13.5% | +17.1% | -3.6% | +10.5% |
| 3M | +8.8% | -0.3% | +9.2% | +8.6% |
| 6M | +54.7% | +30.7% | +24.1% | +47.5% |
| YTD | +53.3% | +3.7% | +49.6% | +54.0% |
| 1Y | +41.1% | +5.9% | +35.2% | +41.4% |
| All | +41.1% | +8.6% | +32.5% | +41.4% |
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 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