+16.9%
EFA vs WTW
+8.6%
+8.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.4% | +2.7% |
| 7D | +2.0% | +4.9% | -2.9% | +2.1% |
| 30D | +1.6% | +17.1% | -15.5% | +2.2% |
| 3M | -1.5% | -0.3% | -1.2% | -1.5% |
| 6M | +6.6% | +30.7% | -24.0% | +8.8% |
| YTD | +11.8% | +3.7% | +8.1% | +14.1% |
| 1Y | +16.9% | +5.9% | +11.0% | +19.0% |
| All | +16.9% | +8.6% | +8.3% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling