+250.3%
SNY vs WTW
+501.0%
-250.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -3.3% | -5.7% | +2.4% | -1.5% |
| 30D | -2.2% | -7.3% | +5.1% | +0.2% |
| 3M | -3.0% | +21.5% | -24.5% | -9.4% |
| 6M | +2.7% | +9.6% | -6.9% | -1.3% |
| YTD | -6.8% | -3.3% | -3.6% | -7.3% |
| 1Y | -5.3% | -6.1% | +0.9% | -5.0% |
| 3Y | -9.8% | +61.8% | -71.6% | -26.1% |
| 5Y | +9.7% | +42.7% | -33.0% | -7.7% |
| 10Y | +64.5% | +197.2% | -132.7% | +0.3% |
| All | +250.3% | +501.0% | -250.7% | +44.0% |
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 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