+182.3%
WWD vs WTW
+42.0%
+140.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | -2.6% | -5.7% | +3.1% | -1.1% |
| 30D | -6.9% | -7.3% | +0.3% | -5.2% |
| 3M | -13.0% | +21.5% | -34.5% | -18.9% |
| 6M | -12.5% | +9.6% | -22.1% | -15.9% |
| YTD | +11.8% | -3.3% | +15.1% | +12.1% |
| 1Y | +41.1% | -6.1% | +47.2% | +42.8% |
| 3Y | +163.1% | +61.8% | +101.2% | +105.4% |
| All | +182.3% | +42.0% | +140.3% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling