-52.3%
IRE vs WTW
+11.2%
-63.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -2.1% | +16.1% | +12.6% |
| 7D | +54.8% | -2.6% | +57.4% | +52.1% |
| 30D | +18.4% | -1.0% | +19.4% | +18.0% |
| 3M | -66.7% | +29.9% | -96.7% | -52.7% |
| 6M | -52.3% | +10.7% | -63.0% | -40.6% |
| All | -52.3% | +11.2% | -63.5% | -40.6% |
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