+743.6%
SAP vs WTW
+1,174.9%
-431.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.1% |
| 7D | -2.9% | -2.6% | -0.3% | -1.9% |
| 30D | +9.0% | -1.0% | +10.0% | +9.4% |
| 3M | +14.9% | +29.9% | -15.0% | +4.0% |
| 6M | +11.9% | +10.7% | +1.2% | +7.2% |
| YTD | -9.9% | +2.6% | -12.5% | -11.9% |
| 1Y | -19.5% | +2.8% | -22.3% | -21.5% |
| 3Y | +61.8% | +67.3% | -5.5% | +28.9% |
| 5Y | +56.2% | +56.6% | -0.5% | +26.6% |
| 10Y | +180.6% | +204.1% | -23.5% | +73.4% |
| All | +743.6% | +1,174.9% | -431.3% | +248.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling