+5,712.7%
DE vs WTW
+1,101.3%
+4,611.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -2.4% | -7.8% | +5.4% | +0.7% |
| 30D | +9.7% | -7.9% | +17.6% | +13.2% |
| 3M | +21.4% | +19.9% | +1.4% | +12.2% |
| 6M | +15.0% | +9.8% | +5.2% | +9.0% |
| YTD | +46.4% | -3.3% | +49.8% | +45.0% |
| 1Y | +45.6% | -3.3% | +48.9% | +43.8% |
| 3Y | +76.8% | +61.5% | +15.2% | +39.0% |
| 5Y | +99.4% | +42.6% | +56.8% | +62.9% |
| 10Y | +864.6% | +197.1% | +667.5% | +470.0% |
| All | +5,712.7% | +1,101.3% | +4,611.4% | +2,574.4% |
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