+30.0%
CAPR vs WTW
-3.2%
+33.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.9% |
| 7D | -11.0% | -5.7% | -5.2% | -14.3% |
| 30D | +99.8% | -7.3% | +107.0% | +91.3% |
| 3M | -66.6% | +21.5% | -88.0% | -64.4% |
| 6M | -75.1% | +9.6% | -84.7% | -72.9% |
| YTD | -71.0% | -3.3% | -67.7% | -66.5% |
| 1Y | +30.0% | -6.1% | +36.1% | +50.9% |
| All | +30.0% | -3.2% | +33.1% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling