-83.7%
IRE vs WTW
+2.6%
-86.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -2.1% | +16.1% | +12.8% |
| 7D | +54.8% | -2.6% | +57.4% | +52.5% |
| 30D | +18.4% | -1.0% | +19.4% | +18.2% |
| 3M | -66.7% | +29.9% | -96.7% | -57.2% |
| 6M | -52.3% | +10.7% | -63.0% | -43.2% |
| YTD | -52.3% | +2.6% | -54.9% | -42.1% |
| All | -83.7% | +2.6% | -86.3% | -82.5% |
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