+589.4%
SE vs WTW
+133.2%
+456.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | +0.3% |
| 7D | -6.1% | -2.6% | -3.5% | -4.7% |
| 30D | -2.5% | -1.0% | -1.5% | -2.0% |
| 3M | +21.7% | +29.9% | -8.2% | +4.3% |
| 6M | +27.0% | +10.7% | +16.3% | +18.0% |
| YTD | -12.1% | +2.6% | -14.7% | -15.7% |
| 1Y | -40.9% | +2.8% | -43.7% | -43.6% |
| 3Y | +191.0% | +67.3% | +123.7% | +94.8% |
| 5Y | -68.3% | +56.6% | -124.9% | -77.5% |
| All | +589.4% | +133.2% | +456.2% | +255.5% |
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