+4.8%
ES vs WTW
+54.3%
-49.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +0.1% | -0.9% | +1.1% | +0.4% |
| 30D | +6.7% | +12.0% | -5.3% | +3.6% |
| 3M | +0.3% | -2.1% | +2.4% | +0.8% |
| 6M | +7.4% | +34.8% | -27.4% | -1.4% |
| YTD | +8.4% | +2.7% | +5.6% | +6.6% |
| 1Y | +0.6% | +5.1% | -4.5% | -1.8% |
| 3Y | +50.6% | +44.4% | +6.2% | +31.0% |
| 5Y | +4.8% | +55.1% | -50.3% | -13.9% |
| All | +4.8% | +54.3% | -49.5% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling