+2.5%
SW vs WTW
+52.0%
-49.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.1% |
| 7D | +2.2% | +1.6% | +0.6% | +1.7% |
| 30D | +7.4% | +12.4% | -4.9% | +4.0% |
| 3M | -5.9% | -2.6% | -3.3% | -5.4% |
| 6M | +9.0% | +30.8% | -21.8% | +0.7% |
| YTD | +18.1% | +2.3% | +15.8% | +17.0% |
| 1Y | +28.7% | +4.9% | +23.8% | +26.3% |
| 3Y | +48.8% | +43.9% | +4.9% | +31.0% |
| 5Y | +2.5% | +53.8% | -51.4% | -14.7% |
| All | +2.5% | +52.0% | -49.5% | -14.7% |
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