+767.6%
ES vs WTW
+1,181.4%
-413.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.3% |
| 7D | +2.7% | +2.0% | +0.7% | +2.2% |
| 30D | +7.6% | +12.9% | -5.3% | +4.2% |
| 3M | +0.5% | +0.7% | -0.2% | +0.1% |
| 6M | +7.6% | +39.5% | -31.9% | -1.8% |
| YTD | +10.2% | +3.1% | +7.1% | +7.9% |
| 1Y | +1.8% | +4.8% | -2.9% | -0.8% |
| 3Y | +55.4% | +42.9% | +12.4% | +38.7% |
| 5Y | +7.3% | +55.3% | -48.0% | -7.2% |
| 10Y | +96.4% | +217.2% | -120.8% | +40.8% |
| All | +767.6% | +1,181.4% | -413.8% | +404.0% |
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