+903.2%
EFX vs WTW
+1,094.8%
-191.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -0.7% |
| 7D | -9.4% | -7.1% | -2.3% | -6.7% |
| 30D | -6.9% | -8.5% | +1.7% | -3.6% |
| 3M | +0.1% | +20.6% | -20.4% | -6.7% |
| 6M | -17.3% | +7.2% | -24.5% | -19.8% |
| YTD | -21.8% | -3.9% | -18.0% | -21.7% |
| 1Y | -32.5% | -3.6% | -28.9% | -32.6% |
| 3Y | -12.3% | +60.7% | -73.0% | -28.8% |
| 5Y | -36.6% | +42.2% | -78.8% | -46.1% |
| 10Y | +41.0% | +195.5% | -154.4% | -9.6% |
| All | +903.2% | +1,094.8% | -191.6% | +357.4% |
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