+255.4%
EFV vs WTW
+477.6%
-222.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.8% | -5.7% | +4.9% | +1.6% |
| 30D | +0.6% | -7.3% | +7.9% | +3.7% |
| 3M | +7.5% | +21.5% | -13.9% | -1.3% |
| 6M | +13.0% | +9.6% | +3.4% | +7.2% |
| YTD | +18.3% | -3.3% | +21.6% | +17.3% |
| 1Y | +26.7% | -6.1% | +32.9% | +27.0% |
| 3Y | +89.6% | +61.8% | +27.7% | +46.2% |
| 5Y | +98.2% | +42.7% | +55.5% | +59.0% |
| 10Y | +167.4% | +197.2% | -29.9% | +44.6% |
| All | +255.4% | +477.6% | -222.2% | +29.2% |
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