+749.4%
ES vs WTW
+1,174.9%
-425.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.6% | 0.0% |
| 7D | +0.3% | -2.6% | +2.9% | +1.0% |
| 30D | -2.0% | -1.0% | -1.0% | -1.8% |
| 3M | +1.7% | +29.9% | -28.2% | -5.3% |
| 6M | -3.5% | +10.7% | -14.2% | -6.8% |
| YTD | +7.9% | +2.6% | +5.3% | +5.9% |
| 1Y | +17.2% | +2.8% | +14.4% | +14.8% |
| 3Y | +29.3% | +67.3% | -38.0% | +10.6% |
| 5Y | -5.7% | +56.6% | -62.4% | -18.7% |
| 10Y | +85.2% | +204.1% | -118.9% | +34.1% |
| All | +749.4% | +1,174.9% | -425.5% | +394.7% |
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