+171.9%
SAP vs WTW
+198.0%
-26.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.1% | -5.7% | +1.6% | -1.7% |
| 30D | +1.1% | -7.3% | +8.3% | +4.3% |
| 3M | +26.1% | +21.5% | +4.6% | +16.1% |
| 6M | +9.8% | +9.6% | +0.2% | +4.9% |
| YTD | -13.6% | -3.3% | -10.3% | -13.8% |
| 1Y | -18.7% | -6.1% | -12.5% | -18.0% |
| 3Y | +54.1% | +61.8% | -7.7% | +19.2% |
| 5Y | +54.7% | +42.7% | +12.1% | +25.0% |
| All | +171.9% | +198.0% | -26.2% | +63.4% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling