-5.1%
SAP vs WTW
+6.3%
-11.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.3% |
| 7D | +0.6% | +2.0% | -1.3% | -0.1% |
| 30D | +6.5% | +12.9% | -6.3% | +2.2% |
| 3M | +12.2% | +0.7% | +11.5% | +11.7% |
| 6M | +46.1% | +39.5% | +6.6% | +34.1% |
| YTD | -1.6% | +3.1% | -4.7% | -9.1% |
| 1Y | -5.1% | +4.8% | -9.9% | -12.8% |
| All | -5.1% | +6.3% | -11.4% | -12.8% |
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