+597.9%
XYZ vs WTW
+197.9%
+400.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.8% |
| 7D | -5.2% | -7.8% | +2.6% | +0.2% |
| 30D | 0.0% | -7.9% | +7.9% | +5.6% |
| 3M | +18.7% | +19.9% | -1.3% | +3.5% |
| 6M | +20.5% | +9.8% | +10.7% | +10.4% |
| YTD | +21.5% | -3.3% | +24.8% | +20.4% |
| 1Y | +7.2% | -3.3% | +10.5% | +5.5% |
| 3Y | +49.0% | +61.5% | -12.6% | -8.0% |
| 5Y | -68.1% | +42.6% | -110.7% | -77.5% |
| All | +597.9% | +197.9% | +400.0% | +211.0% |
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 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