+125.0%
SU vs WTW
+61.9%
+63.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +2.2% | -5.7% | +7.9% | +2.3% |
| 30D | +8.4% | -7.3% | +15.7% | +8.6% |
| 3M | +12.1% | +21.5% | -9.4% | +11.3% |
| 6M | +19.7% | +9.6% | +10.0% | +18.8% |
| YTD | +58.4% | -3.3% | +61.7% | +58.3% |
| 1Y | +67.2% | -6.1% | +73.4% | +67.7% |
| 3Y | +125.0% | +61.8% | +63.2% | +129.6% |
| All | +125.0% | +61.9% | +63.1% | +129.6% |
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 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