+103.3%
SM vs WTW
+42.0%
+61.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +4.6% | -5.7% | +10.3% | +6.5% |
| 30D | +18.2% | -7.3% | +25.5% | +21.0% |
| 3M | +22.5% | +21.5% | +1.1% | +13.5% |
| 6M | +50.6% | +9.6% | +40.9% | +43.7% |
| YTD | +108.1% | -3.3% | +111.4% | +107.6% |
| 1Y | +46.0% | -6.1% | +52.1% | +47.3% |
| 3Y | +2.9% | +61.8% | -59.0% | -24.2% |
| All | +103.3% | +42.0% | +61.3% | +55.5% |
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 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