+47.4%
SGI vs WTW
+42.0%
+5.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -4.5% | -5.7% | +1.3% | -2.1% |
| 30D | +4.2% | -7.3% | +11.4% | +7.4% |
| 3M | -7.4% | +21.5% | -28.9% | -15.6% |
| 6M | -15.1% | +9.6% | -24.7% | -19.4% |
| YTD | -24.7% | -3.3% | -21.4% | -24.5% |
| 1Y | -21.8% | -6.1% | -15.6% | -20.5% |
| 3Y | +50.0% | +61.8% | -11.8% | +5.2% |
| All | +47.4% | +42.0% | +5.4% | +4.0% |
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