+1,084.5%
SO vs WTW
+1,139.1%
-54.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.6% |
| 7D | +1.0% | -2.7% | +3.8% | +1.6% |
| 30D | -3.2% | -5.6% | +2.5% | -2.0% |
| 3M | -1.7% | +26.5% | -28.2% | -6.9% |
| 6M | -7.2% | +8.1% | -15.3% | -9.4% |
| YTD | +4.6% | -0.3% | +4.9% | +3.6% |
| 1Y | +1.2% | -0.9% | +2.1% | +0.3% |
| 3Y | +45.3% | +66.6% | -21.4% | +27.2% |
| 5Y | +58.7% | +54.0% | +4.7% | +40.1% |
| 10Y | +155.9% | +198.1% | -42.3% | +97.8% |
| All | +1,084.5% | +1,139.1% | -54.6% | +624.6% |
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