+19.9%
SM vs WTW
+198.0%
-178.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +4.6% | -5.7% | +10.3% | +7.7% |
| 30D | +18.2% | -7.3% | +25.5% | +22.6% |
| 3M | +22.5% | +21.5% | +1.1% | +8.9% |
| 6M | +50.6% | +9.6% | +40.9% | +40.0% |
| YTD | +108.1% | -3.3% | +111.4% | +105.5% |
| 1Y | +46.0% | -6.1% | +52.1% | +46.1% |
| 3Y | +2.9% | +61.8% | -59.0% | -30.0% |
| 5Y | +112.6% | +42.7% | +69.9% | +55.6% |
| All | +19.9% | +198.0% | -178.2% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling