+182.7%
SW vs WTW
+217.2%
-34.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.3% | -0.3% |
| 7D | +2.3% | +1.4% | +1.0% | +2.0% |
| 30D | +6.8% | +13.1% | -6.4% | +3.2% |
| 3M | -5.2% | -3.0% | -2.2% | -4.5% |
| 6M | +7.4% | +31.2% | -23.8% | -0.7% |
| YTD | +17.4% | +1.1% | +16.3% | +16.1% |
| 1Y | +27.1% | +3.4% | +23.7% | +24.8% |
| 3Y | +47.9% | +44.7% | +3.2% | +31.1% |
| 5Y | -2.6% | +52.0% | -54.6% | -16.0% |
| All | +182.7% | +217.2% | -34.5% | +97.8% |
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