+99.5%
ET vs WTW
+61.9%
+37.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +0.2% | -5.7% | +5.9% | +0.8% |
| 30D | +2.9% | -7.3% | +10.1% | +3.5% |
| 3M | +16.8% | +21.5% | -4.7% | +14.4% |
| 6M | +18.9% | +9.6% | +9.2% | +17.4% |
| YTD | +37.7% | -3.3% | +41.0% | +38.0% |
| 1Y | +32.4% | -6.1% | +38.6% | +33.4% |
| 3Y | +99.5% | +61.8% | +37.6% | +93.5% |
| All | +99.5% | +61.9% | +37.6% | +93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling