+59.1%
SO vs WTW
+42.3%
+16.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.1% | -7.8% | +6.6% | +0.4% |
| 30D | -3.7% | -7.9% | +4.1% | -2.3% |
| 3M | -5.9% | +19.9% | -25.8% | -9.6% |
| 6M | -7.3% | +9.8% | -17.1% | -9.7% |
| YTD | +3.1% | -3.3% | +6.4% | +3.2% |
| 1Y | -1.0% | -3.3% | +2.3% | -1.0% |
| 3Y | +43.2% | +61.5% | -18.3% | +25.0% |
| 5Y | +59.1% | +42.6% | +16.5% | +39.9% |
| All | +59.1% | +42.3% | +16.8% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling