+632.4%
GEV vs WTW
+18.1%
+614.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +1.6% | -5.7% | +7.3% | +1.0% |
| 30D | -7.9% | -7.3% | -0.7% | -8.6% |
| 3M | +5.6% | +21.5% | -15.8% | +8.1% |
| 6M | +13.1% | +9.6% | +3.4% | +15.6% |
| YTD | +46.7% | -3.3% | +50.0% | +51.5% |
| 1Y | +51.3% | -6.1% | +57.4% | +57.8% |
| All | +632.4% | +18.1% | +614.4% | +643.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling