+47.9%
DE vs WTW
+3.0%
+44.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -0.3% |
| 7D | +10.0% | -2.6% | +12.6% | +9.8% |
| 30D | +13.3% | -1.0% | +14.3% | +13.2% |
| 3M | +17.5% | +29.9% | -12.4% | +21.0% |
| 6M | +13.6% | +10.7% | +2.9% | +16.7% |
| YTD | +49.8% | +2.6% | +47.2% | +55.6% |
| 1Y | +47.9% | +2.8% | +45.1% | +52.0% |
| All | +47.9% | +3.0% | +44.9% | +52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling