+4.7%
WY vs WTW
+198.0%
-193.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -4.2% | -5.7% | +1.5% | -1.3% |
| 30D | -10.1% | -7.3% | -2.8% | -6.7% |
| 3M | -8.5% | +21.5% | -30.0% | -18.1% |
| 6M | -3.3% | +9.6% | -13.0% | -9.7% |
| YTD | -4.4% | -3.3% | -1.1% | -5.2% |
| 1Y | -11.5% | -6.1% | -5.3% | -11.0% |
| 3Y | -24.3% | +61.8% | -86.2% | -47.0% |
| 5Y | -21.3% | +42.7% | -64.0% | -41.6% |
| All | +4.7% | +198.0% | -193.3% | -45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling