+253.5%
EME vs WTW
+61.9%
+191.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.3% | +4.3% |
| 7D | +3.5% | -5.7% | +9.2% | +3.6% |
| 30D | -6.3% | -7.3% | +0.9% | -6.2% |
| 3M | -3.8% | +21.5% | -25.2% | -3.5% |
| 6M | +8.5% | +9.6% | -1.1% | +9.4% |
| YTD | +27.8% | -3.3% | +31.1% | +31.3% |
| 1Y | +22.2% | -6.1% | +28.4% | +26.5% |
| 3Y | +253.5% | +61.8% | +191.6% | +178.3% |
| All | +253.5% | +61.9% | +191.6% | +178.3% |
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