+396.0%
HPE vs WTW
+42.0%
+354.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.1% | +12.4% | +12.4% |
| 7D | +19.4% | -5.7% | +25.1% | +21.0% |
| 30D | +5.6% | -7.3% | +12.9% | +7.4% |
| 3M | +33.1% | +21.5% | +11.6% | +25.1% |
| 6M | +192.5% | +9.6% | +182.8% | +182.3% |
| YTD | +160.9% | -3.3% | +164.2% | +162.6% |
| 1Y | +155.0% | -6.1% | +161.1% | +159.6% |
| 3Y | +289.4% | +61.8% | +227.6% | +193.0% |
| All | +396.0% | +42.0% | +354.0% | +282.8% |
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