+1,233.3%
ETR vs WTW
+1,101.3%
+132.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.5% |
| 7D | -1.9% | -7.8% | +5.9% | +0.2% |
| 30D | -0.2% | -7.9% | +7.7% | +1.9% |
| 3M | -3.7% | +19.9% | -23.7% | -8.6% |
| 6M | +2.1% | +9.8% | -7.7% | -1.4% |
| YTD | +16.5% | -3.3% | +19.8% | +15.9% |
| 1Y | +22.5% | -3.3% | +25.8% | +21.8% |
| 3Y | +144.7% | +61.5% | +83.1% | +110.7% |
| 5Y | +125.2% | +42.6% | +82.6% | +98.6% |
| 10Y | +296.9% | +197.1% | +99.8% | +192.1% |
| All | +1,233.3% | +1,101.3% | +132.0% | +743.1% |
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