+29.8%
ECL vs WTW
+42.0%
-12.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -1.1% | -5.7% | +4.6% | +1.1% |
| 30D | -0.8% | -7.3% | +6.4% | +2.0% |
| 3M | +5.0% | +21.5% | -16.4% | -2.9% |
| 6M | +0.2% | +9.6% | -9.4% | -4.2% |
| YTD | +5.8% | -3.3% | +9.1% | +6.1% |
| 1Y | +1.5% | -6.1% | +7.7% | +3.2% |
| 3Y | +55.0% | +61.8% | -6.9% | +13.2% |
| All | +29.8% | +42.0% | -12.2% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling