-28.2%
EW vs WTW
+42.3%
-70.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | -3.4% | -7.8% | +4.4% | -1.2% |
| 30D | -7.4% | -7.9% | +0.5% | -5.4% |
| 3M | +0.9% | +19.9% | -19.0% | -4.1% |
| 6M | +1.2% | +9.8% | -8.6% | -2.1% |
| YTD | +1.8% | -3.3% | +5.1% | +2.0% |
| 1Y | +10.8% | -3.3% | +14.1% | +10.9% |
| 3Y | +17.1% | +61.5% | -44.4% | -11.2% |
| 5Y | -28.2% | +42.6% | -70.8% | -42.8% |
| All | -28.2% | +42.3% | -70.5% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling