+367.4%
EAT vs WTW
+198.0%
+169.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -7.7% | -5.7% | -2.0% | -4.6% |
| 30D | -13.6% | -7.3% | -6.3% | -9.9% |
| 3M | +33.9% | +21.5% | +12.4% | +19.5% |
| 6M | +47.2% | +9.6% | +37.6% | +37.6% |
| YTD | +48.1% | -3.3% | +51.3% | +47.0% |
| 1Y | +33.7% | -6.1% | +39.8% | +35.1% |
| 3Y | +595.8% | +61.8% | +533.9% | +377.2% |
| 5Y | +314.4% | +42.7% | +271.7% | +205.8% |
| All | +367.4% | +198.0% | +169.4% | +165.2% |
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 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