-85.6%
SMR vs WTW
+8.6%
-94.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.0% | -7.4% | -4.1% |
| 7D | -9.5% | +4.9% | -14.4% | -9.0% |
| 30D | -33.2% | +17.1% | -50.3% | -32.3% |
| 3M | -45.9% | -0.3% | -45.6% | -46.0% |
| 6M | -57.9% | +30.7% | -88.5% | -56.6% |
| YTD | -63.8% | +3.7% | -67.5% | -60.0% |
| 1Y | -85.6% | +5.9% | -91.5% | -85.0% |
| All | -85.6% | +8.6% | -94.2% | -85.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling