-68.6%
XYZ vs WTW
+54.0%
-122.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -1.4% |
| 7D | +2.9% | -2.7% | +5.6% | +4.8% |
| 30D | +1.4% | -5.6% | +7.0% | +5.2% |
| 3M | +14.6% | +26.5% | -11.9% | -3.4% |
| 6M | +20.8% | +8.1% | +12.6% | +12.6% |
| YTD | +23.1% | -0.3% | +23.4% | +20.3% |
| 1Y | +5.6% | -0.9% | +6.5% | +2.9% |
| 3Y | +50.9% | +66.6% | -15.7% | -22.3% |
| 5Y | -68.6% | +54.0% | -122.5% | -82.5% |
| All | -68.6% | +54.0% | -122.6% | -82.5% |
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