+7.5%
SMR vs WTW
+49.9%
-42.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -3.0% |
| 7D | +13.1% | -7.1% | +20.2% | +13.7% |
| 30D | +17.8% | -8.5% | +26.3% | +18.5% |
| 3M | +8.1% | +20.6% | -12.5% | +6.3% |
| 6M | -11.1% | +7.2% | -18.3% | -11.1% |
| YTD | -23.7% | -3.9% | -19.8% | -22.1% |
| 1Y | -69.4% | -3.6% | -65.8% | -68.8% |
| 3Y | +82.6% | +60.7% | +21.9% | +63.5% |
| All | +7.5% | +49.9% | -42.4% | -6.6% |
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