+104.5%
ED vs WTW
+198.0%
-93.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -0.8% | -5.7% | +4.9% | +0.8% |
| 30D | -0.4% | -7.3% | +6.8% | +1.5% |
| 3M | +0.5% | +21.5% | -21.0% | -5.1% |
| 6M | -3.1% | +9.6% | -12.8% | -6.4% |
| YTD | +9.8% | -3.3% | +13.1% | +9.5% |
| 1Y | +12.6% | -6.1% | +18.7% | +13.2% |
| 3Y | +31.4% | +61.8% | -30.4% | +10.8% |
| 5Y | +69.4% | +42.7% | +26.8% | +46.5% |
| All | +104.5% | +198.0% | -93.6% | +50.9% |
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