-53.4%
TE vs WTW
+67.2%
-120.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.3% | -6.9% |
| 7D | +0.9% | -7.8% | +8.7% | +2.9% |
| 30D | -16.3% | -7.9% | -8.4% | -14.6% |
| 3M | -40.8% | +19.9% | -60.7% | -44.2% |
| 6M | -42.6% | +9.8% | -52.4% | -44.8% |
| YTD | -31.4% | -3.3% | -28.1% | -31.3% |
| 1Y | +144.9% | -3.3% | +148.2% | +144.8% |
| 3Y | -26.0% | +61.5% | -87.6% | -37.7% |
| 5Y | -48.5% | +42.6% | -91.1% | -55.3% |
| All | -53.4% | +67.2% | -120.6% | -59.9% |
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 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