+851.5%
DE vs WTW
+198.0%
+653.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -2.6% | -5.7% | +3.1% | -0.3% |
| 30D | +9.0% | -7.3% | +16.3% | +12.2% |
| 3M | +19.1% | +21.5% | -2.3% | +9.6% |
| 6M | +14.4% | +9.6% | +4.8% | +8.6% |
| YTD | +45.9% | -3.3% | +49.2% | +45.1% |
| 1Y | +43.6% | -6.1% | +49.7% | +44.4% |
| 3Y | +75.9% | +61.8% | +14.0% | +33.9% |
| 5Y | +98.8% | +42.7% | +56.1% | +57.5% |
| All | +851.5% | +198.0% | +653.4% | +430.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling