+13.7%
WSM vs WTW
+3.0%
+10.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.4% |
| 7D | -3.3% | -2.6% | -0.6% | -2.9% |
| 30D | -8.4% | -1.0% | -7.4% | -8.3% |
| 3M | +9.7% | +29.9% | -20.3% | +5.2% |
| 6M | +16.7% | +10.7% | +6.0% | +15.3% |
| YTD | +28.7% | +2.6% | +26.1% | +28.8% |
| 1Y | +13.7% | +2.8% | +10.9% | +12.9% |
| All | +13.7% | +3.0% | +10.7% | +12.9% |
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