-98.0%
IRE vs WTW
+3.1%
-101.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +2.0% | -16.4% | -12.6% |
| 7D | -31.8% | +2.0% | -33.8% | -30.4% |
| 30D | -71.8% | +12.9% | -84.6% | -68.6% |
| 3M | -88.9% | +0.7% | -89.6% | -88.3% |
| 6M | -95.4% | +39.5% | -134.8% | -93.5% |
| YTD | -94.2% | +3.1% | -97.3% | -92.7% |
| 1Y | -97.1% | +4.8% | -101.9% | -96.6% |
| All | -98.0% | +3.1% | -101.1% | -97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling