+222.6%
ESI vs WTW
+221.7%
+0.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | +0.5% |
| 7D | +3.9% | -7.1% | +11.0% | +7.4% |
| 30D | -3.8% | -8.5% | +4.8% | -0.1% |
| 3M | -13.1% | +20.6% | -33.7% | -22.0% |
| 6M | +11.3% | +7.2% | +4.1% | +4.7% |
| YTD | +44.1% | -3.9% | +48.0% | +41.9% |
| 1Y | +40.3% | -3.6% | +43.9% | +37.4% |
| 3Y | +84.1% | +60.7% | +23.4% | +30.2% |
| 5Y | +75.8% | +42.2% | +33.7% | +32.4% |
| 10Y | +320.7% | +195.5% | +125.3% | +81.0% |
| All | +222.6% | +221.7% | +0.9% | +29.8% |
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