+7,589.8%
EME vs WTW
+1,101.3%
+6,488.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | +0.9% | -7.8% | +8.7% | +4.4% |
| 30D | -8.4% | -7.9% | -0.5% | -5.4% |
| 3M | -3.6% | +19.9% | -23.6% | -11.7% |
| 6M | +3.6% | +9.8% | -6.2% | -2.8% |
| YTD | +22.5% | -3.3% | +25.9% | +20.3% |
| 1Y | +18.2% | -3.3% | +21.5% | +15.6% |
| 3Y | +238.4% | +61.5% | +176.8% | +155.4% |
| 5Y | +550.5% | +42.6% | +507.9% | +412.8% |
| 10Y | +1,295.3% | +197.1% | +1,098.2% | +649.4% |
| All | +7,589.8% | +1,101.3% | +6,488.5% | +2,790.4% |
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