-62.2%
XYZ vs WTW
+54.3%
-116.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.1% |
| 7D | -2.2% | -0.9% | -1.2% | -1.7% |
| 30D | +11.6% | +12.0% | -0.4% | +3.6% |
| 3M | +8.4% | -2.1% | +10.5% | +9.6% |
| 6M | +17.2% | +34.8% | -17.6% | -6.1% |
| YTD | +31.7% | +2.7% | +28.9% | +26.0% |
| 1Y | +30.1% | +5.1% | +25.0% | +21.8% |
| 3Y | +66.4% | +44.4% | +22.0% | +4.4% |
| 5Y | -62.2% | +55.1% | -117.3% | -79.8% |
| All | -62.2% | +54.3% | -116.5% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling