+550.5%
EL vs WTW
+1,139.1%
-588.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.0% |
| 7D | +1.7% | -2.7% | +4.4% | +2.7% |
| 30D | +15.5% | -5.6% | +21.1% | +18.1% |
| 3M | +20.6% | +26.5% | -5.9% | +10.2% |
| 6M | +10.5% | +8.1% | +2.3% | +6.3% |
| YTD | -1.9% | -0.3% | -1.6% | -3.0% |
| 1Y | +16.1% | -0.9% | +16.9% | +14.6% |
| 3Y | -30.2% | +66.6% | -96.9% | -44.3% |
| 5Y | -67.4% | +54.0% | -121.4% | -73.1% |
| 10Y | +31.2% | +198.1% | -166.9% | -16.0% |
| All | +550.5% | +1,139.1% | -588.6% | +230.6% |
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 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