-84.4%
IRE vs WTW
-3.3%
-81.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.9% |
| 7D | -4.5% | -5.7% | +1.2% | -7.6% |
| 30D | -7.8% | -7.3% | -0.6% | -11.2% |
| 3M | -60.0% | +21.5% | -81.5% | -50.8% |
| 6M | -48.3% | +9.6% | -57.9% | -39.0% |
| YTD | -54.5% | -3.3% | -51.2% | -46.5% |
| All | -84.4% | -3.3% | -81.1% | -83.8% |
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 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