+584.9%
XYZ vs WTW
+218.5%
+366.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +1.4% |
| 7D | -1.1% | +2.0% | -3.0% | -2.4% |
| 30D | +11.5% | +12.9% | -1.4% | +2.6% |
| 3M | +1.8% | +0.7% | +1.1% | +1.0% |
| 6M | +21.2% | +39.5% | -18.3% | -5.6% |
| YTD | +29.9% | +3.1% | +26.8% | +23.0% |
| 1Y | +35.8% | +4.8% | +31.0% | +26.8% |
| 3Y | +62.6% | +42.9% | +19.6% | +13.0% |
| 5Y | -62.8% | +55.3% | -118.1% | -75.5% |
| All | +584.9% | +218.5% | +366.3% | +157.0% |
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