+136.1%
CAG vs WTW
+1,101.3%
-965.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.3% | -2.8% |
| 7D | -5.9% | -7.8% | +1.9% | -4.3% |
| 30D | -1.5% | -7.9% | +6.3% | +0.1% |
| 3M | +11.5% | +19.9% | -8.5% | +7.2% |
| 6M | -15.7% | +9.8% | -25.5% | -17.7% |
| YTD | -10.2% | -3.3% | -6.9% | -10.3% |
| 1Y | -18.1% | -3.3% | -14.8% | -18.2% |
| 3Y | -39.4% | +61.5% | -100.9% | -45.9% |
| 5Y | -42.6% | +42.6% | -85.2% | -47.9% |
| 10Y | -35.6% | +197.1% | -232.6% | -50.7% |
| All | +136.1% | +1,101.3% | -965.2% | +49.8% |
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