-19.5%
SAP vs WTW
+3.0%
-22.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.2% |
| 7D | -2.9% | -2.6% | -0.3% | -2.1% |
| 30D | +9.0% | -1.0% | +10.0% | +9.3% |
| 3M | +14.9% | +29.9% | -15.0% | +7.2% |
| 6M | +11.9% | +10.7% | +1.2% | +4.7% |
| YTD | -9.9% | +2.6% | -12.5% | -16.1% |
| 1Y | -19.5% | +2.8% | -22.3% | -25.4% |
| All | -19.5% | +3.0% | -22.5% | -25.4% |
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