+724.4%
SW vs WTW
+430.2%
+294.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +1.8% | +0.5% | +1.4% | +1.8% |
| 30D | +7.0% | +10.4% | -3.4% | +5.7% |
| 3M | -7.6% | -4.8% | -2.8% | -7.1% |
| 6M | +8.5% | +28.5% | -19.9% | +5.0% |
| YTD | +17.7% | +0.5% | +17.1% | +17.1% |
| 1Y | +27.1% | +1.6% | +25.5% | +26.3% |
| 3Y | +48.2% | +42.5% | +5.7% | +41.5% |
| 5Y | -2.3% | +49.8% | -52.2% | -7.7% |
| 10Y | +183.3% | +218.4% | -35.1% | +159.1% |
| All | +724.4% | +430.2% | +294.2% | +716.9% |
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