+4,103.5%
WSM vs WTW
+1,101.3%
+3,002.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | +0.4% | -7.8% | +8.2% | +4.1% |
| 30D | -10.7% | -7.9% | -2.8% | -7.5% |
| 3M | +8.5% | +19.9% | -11.5% | -1.0% |
| 6M | +19.6% | +9.8% | +9.8% | +12.9% |
| YTD | +26.6% | -3.3% | +29.9% | +25.9% |
| 1Y | +12.0% | -3.3% | +15.2% | +11.0% |
| 3Y | +226.6% | +61.5% | +165.1% | +146.0% |
| 5Y | +174.1% | +42.6% | +131.5% | +118.8% |
| 10Y | +1,052.9% | +197.1% | +855.9% | +531.8% |
| All | +4,103.5% | +1,101.3% | +3,002.2% | +1,543.7% |
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