+147.2%
WY vs WTW
+1,101.3%
-954.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.9% |
| 7D | -3.7% | -7.8% | +4.1% | +0.1% |
| 30D | -11.3% | -7.9% | -3.4% | -7.8% |
| 3M | -8.1% | +19.9% | -28.1% | -16.7% |
| 6M | -7.4% | +9.8% | -17.2% | -13.2% |
| YTD | -4.7% | -3.3% | -1.4% | -5.7% |
| 1Y | -9.2% | -3.3% | -5.9% | -10.4% |
| 3Y | -24.7% | +61.5% | -86.2% | -44.1% |
| 5Y | -21.6% | +42.6% | -64.1% | -38.7% |
| 10Y | +6.7% | +197.1% | -190.4% | -42.8% |
| All | +147.2% | +1,101.3% | -954.1% | -0.7% |
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 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