+42.8%
SO vs WTW
+61.8%
-19.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -1.1% | -7.8% | +6.6% | 0.0% |
| 30D | -3.7% | -7.9% | +4.1% | -2.6% |
| 3M | -5.9% | +19.9% | -25.8% | -8.8% |
| 6M | -7.3% | +9.8% | -17.1% | -9.3% |
| YTD | +3.1% | -3.3% | +6.4% | +3.5% |
| 1Y | -1.0% | -3.3% | +2.3% | -0.7% |
| All | +42.8% | +61.8% | -19.0% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling