+236.6%
SAP vs WTW
+218.5%
+18.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.5% |
| 7D | +0.6% | +2.0% | -1.3% | -0.3% |
| 30D | +6.5% | +12.9% | -6.3% | +1.1% |
| 3M | +12.2% | +0.7% | +11.5% | +11.8% |
| 6M | +46.1% | +39.5% | +6.6% | +26.7% |
| YTD | -1.6% | +3.1% | -4.7% | -4.6% |
| 1Y | -5.1% | +4.8% | -9.9% | -8.7% |
| 3Y | +68.4% | +42.9% | +25.4% | +38.4% |
| 5Y | +79.4% | +55.3% | +24.2% | +39.3% |
| All | +236.6% | +218.5% | +18.1% | +86.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling