+216.1%
C vs WTW
+41.9%
+174.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | +4.7% | -2.3% | +7.0% | +5.3% |
| 30D | +0.2% | +10.7% | -10.5% | -2.5% |
| 3M | -9.3% | -3.1% | -6.3% | -8.7% |
| 6M | -0.8% | +31.7% | -32.5% | -8.9% |
| YTD | +8.5% | +1.1% | +7.4% | +7.6% |
| 1Y | +23.1% | +4.1% | +19.0% | +20.8% |
| All | +216.1% | +41.9% | +174.2% | +207.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling