+755.0%
SW vs WTW
+440.9%
+314.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.5% |
| 7D | -5.1% | -2.6% | -2.5% | -4.8% |
| 30D | -4.6% | -1.0% | -3.6% | -4.5% |
| 3M | +9.4% | +29.9% | -20.5% | +5.8% |
| 6M | +3.5% | +10.7% | -7.2% | +2.0% |
| YTD | +22.0% | +2.6% | +19.5% | +21.2% |
| 1Y | +2.2% | +2.8% | -0.5% | +1.5% |
| 3Y | +19.6% | +67.3% | -47.7% | +12.1% |
| 5Y | -2.3% | +56.6% | -59.0% | -8.1% |
| 10Y | +181.4% | +204.1% | -22.7% | +156.6% |
| All | +755.0% | +440.9% | +314.1% | +745.3% |
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