+46.1%
DE vs WTW
+8.6%
+37.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | +1.8% |
| 7D | +5.6% | +4.9% | +0.7% | +5.9% |
| 30D | -0.8% | +17.1% | -17.9% | +0.3% |
| 3M | +9.8% | -0.3% | +10.2% | +9.6% |
| 6M | +17.5% | +30.7% | -13.1% | +21.9% |
| YTD | +46.5% | +3.7% | +42.7% | +53.0% |
| 1Y | +46.1% | +5.9% | +40.2% | +51.8% |
| All | +46.1% | +8.6% | +37.5% | +51.8% |
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 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