+860.6%
DTE vs WTW
+1,102.0%
-241.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -2.6% | -5.7% | +3.1% | -1.0% |
| 30D | -4.4% | -7.3% | +2.9% | -2.5% |
| 3M | -8.3% | +21.5% | -29.8% | -13.6% |
| 6M | -8.1% | +9.6% | -17.7% | -11.4% |
| YTD | +4.4% | -3.3% | +7.7% | +3.9% |
| 1Y | +0.2% | -6.1% | +6.3% | +0.4% |
| 3Y | +42.6% | +61.8% | -19.2% | +21.0% |
| 5Y | +31.5% | +42.7% | -11.2% | +14.4% |
| 10Y | +138.2% | +197.2% | -59.0% | +68.8% |
| All | +860.6% | +1,102.0% | -241.5% | +426.2% |
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