+1,471.7%
ET vs WTW
+438.2%
+1,033.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +2.1% |
| 7D | +0.6% | -7.1% | +7.8% | +3.3% |
| 30D | +5.3% | -8.5% | +13.8% | +8.6% |
| 3M | +15.6% | +20.6% | -4.9% | +7.3% |
| 6M | +20.6% | +7.2% | +13.4% | +16.0% |
| YTD | +38.5% | -3.9% | +42.4% | +37.8% |
| 1Y | +35.7% | -3.6% | +39.3% | +34.6% |
| 3Y | +98.4% | +60.7% | +37.7% | +58.1% |
| 5Y | +245.3% | +42.2% | +203.1% | +184.0% |
| 10Y | +173.7% | +195.5% | -21.7% | +61.5% |
| All | +1,471.7% | +438.2% | +1,033.5% | +574.6% |
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