+42.8%
WTW vs SPY
+82.3%
-39.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | -5.7% | -0.8% | -4.9% | -5.3% |
| 30D | -7.3% | -1.1% | -6.2% | -6.7% |
| 3M | +21.5% | +3.9% | +17.6% | +18.9% |
| 6M | +9.6% | +13.6% | -4.0% | +1.7% |
| YTD | -3.3% | +12.7% | -16.0% | -10.0% |
| 1Y | -6.1% | +17.5% | -23.6% | -14.9% |
| 3Y | +61.8% | +76.9% | -15.1% | +9.3% |
| All | +42.8% | +82.3% | -39.5% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling