+54.4%
SAP vs WTW
+42.3%
+12.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.7% |
| 7D | -5.1% | -7.8% | +2.7% | -2.1% |
| 30D | -1.8% | -7.9% | +6.1% | +1.3% |
| 3M | +20.9% | +19.9% | +1.0% | +12.8% |
| 6M | +7.0% | +9.8% | -2.8% | +2.5% |
| YTD | -13.7% | -3.3% | -10.4% | -14.3% |
| 1Y | -19.6% | -3.3% | -16.3% | -20.2% |
| 3Y | +52.4% | +61.5% | -9.1% | +17.1% |
| 5Y | +54.4% | +42.6% | +11.8% | +20.4% |
| All | +54.4% | +42.3% | +12.1% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling