+153.1%
SO vs WTW
+198.0%
-45.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -1.1% | -5.7% | +4.6% | +0.8% |
| 30D | -5.0% | -7.3% | +2.2% | -2.8% |
| 3M | -5.8% | +21.5% | -27.2% | -12.1% |
| 6M | -7.9% | +9.6% | -17.6% | -11.8% |
| YTD | +2.4% | -3.3% | +5.7% | +2.0% |
| 1Y | -2.3% | -6.1% | +3.9% | -1.7% |
| 3Y | +41.9% | +61.8% | -20.0% | +14.3% |
| 5Y | +58.1% | +42.7% | +15.4% | +31.2% |
| All | +153.1% | +198.0% | -45.0% | +73.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling