-66.9%
SE vs WTW
+42.3%
-109.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.2% |
| 7D | -4.8% | -7.8% | +3.0% | -0.3% |
| 30D | -18.1% | -7.9% | -10.2% | -14.2% |
| 3M | +30.6% | +19.9% | +10.7% | +16.3% |
| 6M | +20.8% | +9.8% | +11.0% | +12.1% |
| YTD | -15.6% | -3.3% | -12.2% | -16.0% |
| 1Y | -44.2% | -3.3% | -40.9% | -44.8% |
| 3Y | +181.5% | +61.5% | +120.0% | +60.7% |
| 5Y | -66.9% | +42.6% | -109.5% | -79.7% |
| All | -66.9% | +42.3% | -109.2% | -79.7% |
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