+2,881.4%
WWD vs WTW
+1,094.8%
+1,786.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +1.3% |
| 7D | +0.6% | -7.1% | +7.7% | +4.4% |
| 30D | -5.1% | -8.5% | +3.4% | -1.0% |
| 3M | -11.2% | +20.6% | -31.8% | -20.6% |
| 6M | -12.0% | +7.2% | -19.2% | -17.4% |
| YTD | +12.0% | -3.9% | +15.8% | +10.4% |
| 1Y | +42.8% | -3.6% | +46.4% | +40.2% |
| 3Y | +168.9% | +60.7% | +108.3% | +96.1% |
| 5Y | +192.2% | +42.2% | +150.1% | +124.0% |
| 10Y | +495.3% | +195.5% | +299.8% | +204.6% |
| All | +2,881.4% | +1,094.8% | +1,786.5% | +1,100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling