-94.6%
IRE vs WTW
+33.4%
-128.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -1.6% | -11.9% | -15.5% |
| 7D | +11.1% | -2.3% | +13.4% | +9.0% |
| 30D | -75.2% | +10.7% | -85.8% | -72.4% |
| 3M | -86.4% | -3.1% | -83.3% | -86.1% |
| All | -94.6% | +33.4% | -128.0% | -87.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling