-83.2%
IRE vs WTW
-3.9%
-79.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -3.6% | -3.2% | -8.8% |
| 7D | +29.0% | -7.1% | +36.2% | +23.9% |
| 30D | +24.2% | -8.5% | +32.8% | +18.8% |
| 3M | -53.2% | +20.6% | -73.7% | -42.5% |
| 6M | -36.0% | +7.2% | -43.3% | -25.5% |
| YTD | -51.0% | -3.9% | -47.1% | -42.6% |
| All | -83.2% | -3.9% | -79.4% | -82.7% |
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