-33.5%
EL vs WTW
+61.8%
-95.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.4% |
| 7D | -4.4% | -7.8% | +3.4% | -2.7% |
| 30D | +10.3% | -7.9% | +18.2% | +12.2% |
| 3M | +13.4% | +19.9% | -6.6% | +9.5% |
| 6M | +3.1% | +9.8% | -6.7% | +1.1% |
| YTD | -6.9% | -3.3% | -3.6% | -6.0% |
| 1Y | +11.9% | -3.3% | +15.2% | +12.9% |
| All | -33.5% | +61.8% | -95.3% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling