-69.4%
CAPR vs WTW
+218.5%
-287.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.0% | -8.9% | -7.6% |
| 7D | +5.9% | +2.0% | +3.9% | +5.1% |
| 30D | +44.6% | +12.9% | +31.7% | +38.9% |
| 3M | +126.4% | +0.7% | +125.6% | +124.7% |
| 6M | -68.6% | +39.5% | -108.0% | -73.9% |
| YTD | -67.0% | +3.1% | -70.1% | -69.0% |
| 1Y | +65.2% | +4.8% | +60.4% | +53.3% |
| 3Y | +235.6% | +42.9% | +192.6% | +156.7% |
| 5Y | +175.4% | +55.3% | +120.2% | +96.6% |
| All | -69.4% | +218.5% | -287.9% | -84.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling