-2.3%
SW vs WTW
+56.1%
-58.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.8% |
| 7D | -5.1% | -2.6% | -2.5% | -4.4% |
| 30D | -4.6% | -1.0% | -3.6% | -4.4% |
| 3M | +9.4% | +29.9% | -20.5% | +1.5% |
| 6M | +3.5% | +10.7% | -7.2% | +0.4% |
| YTD | +22.0% | +2.6% | +19.5% | +20.8% |
| 1Y | +2.2% | +2.8% | -0.5% | +1.0% |
| 3Y | +19.6% | +67.3% | -47.7% | -0.1% |
| All | -2.3% | +56.1% | -58.4% | -21.4% |
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