+48.6%
SGI vs WTW
+61.8%
-13.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.2% |
| 7D | -4.9% | -7.8% | +2.9% | -3.4% |
| 30D | +1.6% | -7.9% | +9.5% | +3.1% |
| 3M | -3.2% | +19.9% | -23.1% | -7.0% |
| 6M | -16.0% | +9.8% | -25.8% | -17.8% |
| YTD | -25.4% | -3.3% | -22.1% | -24.7% |
| 1Y | -21.6% | -3.3% | -18.3% | -20.9% |
| All | +48.6% | +61.8% | -13.2% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling