+1,131.6%
WTW vs SPY
+866.2%
+265.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.4% |
| 7D | -2.7% | +0.5% | -3.3% | -3.1% |
| 30D | -5.6% | -0.9% | -4.7% | -5.1% |
| 3M | +26.5% | +3.9% | +22.6% | +22.9% |
| 6M | +8.1% | +14.5% | -6.4% | -2.2% |
| YTD | -0.3% | +12.9% | -13.2% | -9.1% |
| 1Y | -0.9% | +19.4% | -20.2% | -13.3% |
| 3Y | +66.6% | +78.5% | -11.8% | +7.2% |
| 5Y | +54.0% | +81.8% | -27.8% | -2.7% |
| 10Y | +198.1% | +311.5% | -113.4% | +6.1% |
| All | +1,131.6% | +866.2% | +265.4% | +112.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling