+1,043.3%
WSM vs WTW
+198.0%
+845.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.5% | -5.7% | +5.2% | +2.1% |
| 30D | -7.7% | -7.3% | -0.5% | -4.7% |
| 3M | +3.8% | +21.5% | -17.7% | -5.8% |
| 6M | +22.7% | +9.6% | +13.0% | +16.0% |
| YTD | +28.0% | -3.3% | +31.3% | +27.6% |
| 1Y | +12.7% | -6.1% | +18.9% | +13.8% |
| 3Y | +231.3% | +61.8% | +169.4% | +142.8% |
| 5Y | +177.2% | +42.7% | +134.5% | +115.8% |
| All | +1,043.3% | +198.0% | +845.3% | +545.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling