+149.4%
EWT vs WTW
+42.0%
+107.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | -1.1% | -5.7% | +4.6% | -0.4% |
| 30D | +4.5% | -7.3% | +11.7% | +5.3% |
| 3M | +8.3% | +21.5% | -13.2% | +5.0% |
| 6M | +54.2% | +9.6% | +44.6% | +51.9% |
| YTD | +74.6% | -3.3% | +77.9% | +76.1% |
| 1Y | +84.9% | -6.1% | +91.0% | +87.7% |
| 3Y | +197.5% | +61.8% | +135.7% | +149.9% |
| All | +149.4% | +42.0% | +107.4% | +111.6% |
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 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