+75.9%
DE vs WTW
+61.9%
+14.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -2.6% | -5.7% | +3.1% | -2.0% |
| 30D | +9.0% | -7.3% | +16.3% | +9.9% |
| 3M | +19.1% | +21.5% | -2.3% | +16.7% |
| 6M | +14.4% | +9.6% | +4.8% | +13.4% |
| YTD | +45.9% | -3.3% | +49.2% | +48.6% |
| 1Y | +43.6% | -6.1% | +49.7% | +47.3% |
| 3Y | +75.9% | +61.8% | +14.0% | +68.6% |
| All | +75.9% | +61.9% | +14.0% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling