+730.4%
SW vs WTW
+445.6%
+284.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | +4.7% | +4.9% | -0.3% | +4.0% |
| 30D | +5.0% | +15.3% | -10.2% | +3.1% |
| 3M | -7.3% | -0.1% | -7.2% | -7.4% |
| 6M | +15.0% | +30.6% | -15.6% | +11.0% |
| YTD | +18.5% | +3.5% | +15.1% | +17.6% |
| 1Y | +27.1% | +5.5% | +21.6% | +25.8% |
| 3Y | +49.3% | +47.9% | +1.5% | +41.9% |
| 5Y | -1.6% | +55.5% | -57.2% | -7.4% |
| 10Y | +185.4% | +231.1% | -45.7% | +160.0% |
| All | +730.4% | +445.6% | +284.8% | +719.8% |
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 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