+3.1%
SM vs WTW
+61.8%
-58.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | +2.1% | -7.8% | +9.9% | +3.0% |
| 30D | +18.1% | -7.9% | +26.0% | +19.1% |
| 3M | +17.0% | +19.9% | -3.0% | +13.8% |
| 6M | +55.4% | +9.8% | +45.6% | +52.4% |
| YTD | +108.6% | -3.3% | +111.9% | +108.3% |
| 1Y | +45.7% | -3.3% | +49.0% | +45.5% |
| All | +3.1% | +61.8% | -58.7% | +9.7% |
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 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