+117.8%
EW vs WTW
+198.0%
-80.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.8% | -2.8% |
| 7D | -6.2% | -5.7% | -0.4% | -4.0% |
| 30D | -9.3% | -7.3% | -2.1% | -6.7% |
| 3M | -1.6% | +21.5% | -23.1% | -9.2% |
| 6M | -0.8% | +9.6% | -10.5% | -5.5% |
| YTD | -1.0% | -3.3% | +2.3% | -1.4% |
| 1Y | +8.2% | -6.1% | +14.3% | +9.0% |
| 3Y | +12.7% | +61.8% | -49.2% | -15.8% |
| 5Y | -30.2% | +42.7% | -72.9% | -44.7% |
| All | +117.8% | +198.0% | -80.3% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling