Performance Measurement
Time-Weighted Return Calculations & Benchmark Analytics for Portfolios and Funds
Calculate time-weighted rates of return (TWR), benchmark comparisons, and performance attribution across individual accounts, partner classes, and fund structures.
Performance Measurement Engine
GlobalWealthES™ provides a performance measurement framework calculating time-weighted returns and benchmark comparisons directly from portfolio accounting books.
Equipped with query wizard tools and automated report distribution, the performance engine delivers reviewable performance outputs for wealth advisors, portfolio managers, and fund clients.
Core Operational Capabilities
Time-Weighted Return (TWR) Engine
Calculates time-weighted rates of return across daily, monthly, quarterly, and multi-year reporting periods.
- Time-weighted performance logic linked to underlying books and records
- Calculates returns across custom historical time horizons and asset classes
Benchmark Comparison & Composite Tracking
Compares portfolio performance against standard market indices, blended benchmarks, and composite peer groups.
- Contextualizes returns against single or multi-asset blended benchmarks
- Supports portfolio attribution and benchmark variance reporting
Partner & Fund Level Performance
Generates granular performance calculations for individual investor accounts as well as consolidated fund-level performance.
- Calculates performance statements for partner accounts and funds
- Supports performance tracking across Master-Feeder and multi-class funds
Query Wizard & Report Extraction
Built-in data mining and query wizard tool allowing analysts to generate customized performance extracts and reports.
- Robust query wizard tool for customized data queries and extracts
- Automated export of performance data into CRM and client reporting systems
Request a Demonstration of Performance Measurement
Contact our analytics specialists to see how GlobalWealthES™ delivers audit-ready performance calculations.