-25.8%
TE vs WTW
+8.6%
-34.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.0% | -6.5% | -3.1% |
| 7D | +3.8% | +4.9% | -1.1% | +4.5% |
| 30D | -26.2% | +17.1% | -43.3% | -25.0% |
| 3M | -49.7% | -0.3% | -49.4% | -49.3% |
| 6M | -46.5% | +30.7% | -77.1% | -45.9% |
| YTD | -59.1% | +3.7% | -62.9% | -54.4% |
| 1Y | -25.8% | +5.9% | -31.7% | -16.7% |
| All | -25.8% | +8.6% | -34.4% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling