-78.7%
CAPR vs WTW
+198.0%
-276.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -11.0% | -5.7% | -5.2% | -9.2% |
| 30D | +99.8% | -7.3% | +107.0% | +104.1% |
| 3M | -66.6% | +21.5% | -88.0% | -70.6% |
| 6M | -75.1% | +9.6% | -84.7% | -77.3% |
| YTD | -71.0% | -3.3% | -67.7% | -72.2% |
| 1Y | +30.0% | -6.1% | +36.1% | +25.9% |
| 3Y | +29.0% | +61.8% | -32.9% | -9.6% |
| 5Y | +70.8% | +42.7% | +28.1% | +25.7% |
| All | -78.7% | +198.0% | -276.7% | -89.8% |
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 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