+52.4%
GEV vs WTW
+8.6%
+43.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.0% | -12.3% | -8.0% |
| 7D | -5.1% | +4.9% | -10.0% | -3.0% |
| 30D | -15.8% | +17.1% | -32.9% | -10.0% |
| 3M | -18.2% | -0.3% | -17.9% | -17.3% |
| 6M | -22.4% | +30.7% | -53.0% | -12.0% |
| YTD | +27.7% | +3.7% | +24.0% | +36.3% |
| 1Y | +52.4% | +5.9% | +46.5% | +67.3% |
| All | +52.4% | +8.6% | +43.8% | +67.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling