+733.2%
ED vs WTW
+1,139.1%
-405.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.5% |
| 7D | +0.5% | -2.7% | +3.3% | +1.1% |
| 30D | +1.1% | -5.6% | +6.7% | +2.3% |
| 3M | +4.6% | +26.5% | -21.9% | -0.7% |
| 6M | -2.0% | +8.1% | -10.1% | -4.2% |
| YTD | +11.7% | -0.3% | +12.0% | +10.7% |
| 1Y | +15.7% | -0.9% | +16.6% | +14.8% |
| 3Y | +34.4% | +66.6% | -32.3% | +18.3% |
| 5Y | +67.3% | +54.0% | +13.3% | +48.6% |
| 10Y | +104.0% | +198.1% | -94.1% | +56.8% |
| All | +733.2% | +1,139.1% | -405.9% | +424.4% |
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