+69.9%
ED vs WTW
+42.3%
+27.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.9% | -7.8% | +5.9% | -0.2% |
| 30D | +0.1% | -7.9% | +8.0% | +1.8% |
| 3M | 0.0% | +19.9% | -19.9% | -4.2% |
| 6M | -2.5% | +9.8% | -12.3% | -5.2% |
| YTD | +10.1% | -3.3% | +13.5% | +10.1% |
| 1Y | +13.6% | -3.3% | +16.9% | +13.5% |
| 3Y | +32.4% | +61.5% | -29.1% | +14.5% |
| 5Y | +69.9% | +42.6% | +27.3% | +48.7% |
| All | +69.9% | +42.3% | +27.5% | +48.7% |
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