+533.2%
XYZ vs WTW
+228.4%
+304.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.7% |
| 7D | -1.0% | -2.6% | +1.7% | +0.9% |
| 30D | -1.7% | -1.0% | -0.7% | -1.3% |
| 3M | +16.7% | +29.9% | -13.2% | -3.7% |
| 6M | +26.9% | +10.7% | +16.2% | +15.8% |
| YTD | +27.1% | +2.6% | +24.6% | +21.0% |
| 1Y | +9.3% | +2.8% | +6.5% | +3.1% |
| 3Y | +42.3% | +67.3% | -25.0% | -12.9% |
| 5Y | -69.3% | +56.6% | -126.0% | -79.6% |
| 10Y | +586.8% | +204.1% | +382.7% | +181.6% |
| All | +533.2% | +228.4% | +304.8% | +156.5% |
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 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