+555.9%
XYZ vs WTW
+229.0%
+326.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.3% |
| 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% | +25.0% |
| 1Y | +30.1% | +5.1% | +25.0% | +21.2% |
| 3Y | +66.4% | +44.4% | +22.0% | +16.1% |
| 5Y | -62.2% | +55.1% | -117.3% | -74.6% |
| 10Y | +621.5% | +216.1% | +405.5% | +189.3% |
| All | +555.9% | +229.0% | +326.9% | +164.9% |
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