+61.7%
WTW vs SPY
+75.5%
-13.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -7.8% | -2.0% | -5.8% | -7.4% |
| 30D | -7.9% | -1.7% | -6.2% | -7.5% |
| 3M | +19.9% | +4.7% | +15.2% | +18.5% |
| 6M | +9.8% | +12.5% | -2.7% | +6.1% |
| YTD | -3.3% | +11.7% | -15.1% | -6.5% |
| 1Y | -3.3% | +17.5% | -20.8% | -8.0% |
| All | +61.7% | +75.5% | -13.8% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling