-4.3%
ES vs WTW
+45.2%
-49.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -0.5% |
| 7D | 0.0% | -7.1% | +7.1% | +1.9% |
| 30D | -1.0% | -8.5% | +7.5% | +1.2% |
| 3M | +1.5% | +20.6% | -19.1% | -3.8% |
| 6M | -3.5% | +7.2% | -10.7% | -6.0% |
| YTD | +7.0% | -3.9% | +10.8% | +7.2% |
| 1Y | +15.3% | -3.6% | +18.9% | +15.3% |
| 3Y | +30.2% | +60.7% | -30.5% | +9.0% |
| 5Y | -4.3% | +42.2% | -46.4% | -18.5% |
| All | -4.3% | +45.2% | -49.5% | -18.5% |
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