-96.6%
IRE vs WTW
+4.2%
-100.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -1.6% | -11.9% | -14.8% |
| 7D | +11.1% | -2.3% | +13.4% | +9.7% |
| 30D | -75.2% | +10.7% | -85.8% | -73.1% |
| 3M | -86.4% | -3.1% | -83.3% | -86.1% |
| 6M | -94.8% | +31.7% | -126.5% | -93.3% |
| YTD | -93.3% | +1.1% | -94.4% | -91.3% |
| All | -96.6% | +4.2% | -100.8% | -95.8% |
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