+383.4%
EFA vs WTW
+929.7%
-546.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.0% |
| 7D | -2.4% | -7.8% | +5.4% | +0.4% |
| 30D | -2.2% | -7.9% | +5.6% | +0.5% |
| 3M | +5.7% | +19.9% | -14.3% | -1.5% |
| 6M | +8.2% | +9.8% | -1.6% | +3.3% |
| YTD | +11.8% | -3.3% | +15.1% | +10.9% |
| 1Y | +18.3% | -3.3% | +21.6% | +17.1% |
| 3Y | +64.9% | +61.5% | +3.4% | +32.5% |
| 5Y | +52.4% | +42.6% | +9.8% | +27.0% |
| 10Y | +142.4% | +197.1% | -54.7% | +47.7% |
| All | +383.4% | +929.7% | -546.2% | +117.4% |
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