+189.6%
WTW vs SPY
+322.5%
-132.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.5% |
| 7D | -5.7% | -0.8% | -4.9% | -5.2% |
| 30D | -7.3% | -1.1% | -6.2% | -6.6% |
| 3M | +21.5% | +3.9% | +17.6% | +17.9% |
| 6M | +9.6% | +13.6% | -4.0% | -0.7% |
| YTD | -3.3% | +12.7% | -16.0% | -12.0% |
| 1Y | -6.1% | +17.5% | -23.6% | -17.5% |
| 3Y | +61.8% | +76.9% | -15.1% | +0.6% |
| 5Y | +42.7% | +83.6% | -40.9% | -14.8% |
| All | +189.6% | +322.5% | -132.8% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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