-31.4%
TE vs WTW
+4.3%
-35.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.6% | +0.6% | -4.4% |
| 7D | +15.0% | -7.1% | +22.1% | +11.7% |
| 30D | -7.5% | -8.5% | +1.0% | -10.7% |
| 3M | -42.0% | +20.6% | -62.5% | -35.2% |
| 6M | -31.4% | +7.2% | -38.6% | -29.9% |
| All | -31.4% | +4.3% | -35.7% | -29.9% |
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