+290.0%
SM vs WTW
+1,139.1%
-849.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.8% | +6.4% | +5.1% |
| 7D | -0.2% | -2.7% | +2.6% | +1.2% |
| 30D | +31.5% | -5.6% | +37.2% | +35.2% |
| 3M | +17.3% | +26.5% | -9.2% | +2.7% |
| 6M | +48.5% | +8.1% | +40.4% | +39.7% |
| YTD | +106.3% | -0.3% | +106.6% | +100.2% |
| 1Y | +47.3% | -0.9% | +48.1% | +42.7% |
| 3Y | -1.4% | +66.6% | -68.1% | -30.1% |
| 5Y | +114.0% | +54.0% | +60.1% | +57.5% |
| 10Y | +12.5% | +198.1% | -185.7% | -39.6% |
| All | +290.0% | +1,139.1% | -849.1% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling