-81.2%
IRE vs WTW
-1.9%
-79.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.4% | +11.7% | +13.2% |
| 7D | -15.1% | -0.9% | -14.2% | -15.3% |
| 30D | -71.4% | +12.0% | -83.3% | -62.1% |
| 3M | -81.2% | -2.1% | -79.1% | -79.5% |
| All | -81.2% | -1.9% | -79.2% | -79.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling