+56.2%
EMR vs WTW
+61.8%
-5.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -1.2% | -7.8% | +6.6% | 0.0% |
| 30D | -9.4% | -7.9% | -1.6% | -8.3% |
| 3M | +8.6% | +19.9% | -11.4% | +5.4% |
| 6M | +6.7% | +9.8% | -3.1% | +5.3% |
| YTD | +13.1% | -3.3% | +16.4% | +15.1% |
| 1Y | +12.7% | -3.3% | +16.0% | +14.7% |
| All | +56.2% | +61.8% | -5.6% | +46.9% |
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