+91.1%
EXE vs WTW
+42.0%
+49.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -3.1% | -5.7% | +2.6% | -1.7% |
| 30D | -0.9% | -7.3% | +6.3% | +0.9% |
| 3M | +9.6% | +21.5% | -11.9% | +3.5% |
| 6M | -11.6% | +9.6% | -21.2% | -14.5% |
| YTD | -12.6% | -3.3% | -9.3% | -12.2% |
| 1Y | +1.2% | -6.1% | +7.3% | +2.5% |
| 3Y | +18.0% | +61.8% | -43.8% | -2.8% |
| All | +91.1% | +42.0% | +49.1% | +59.6% |
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