+27.9%
CAPR vs WTW
+61.8%
-33.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.5% | -3.8% |
| 7D | -10.6% | -7.8% | -2.8% | -12.6% |
| 30D | +111.2% | -7.9% | +119.1% | +107.1% |
| 3M | -67.2% | +19.9% | -87.2% | -66.8% |
| 6M | -75.1% | +9.8% | -85.0% | -74.6% |
| YTD | -71.2% | -3.3% | -67.9% | -70.0% |
| 1Y | +31.1% | -3.3% | +34.4% | +36.5% |
| All | +27.9% | +61.8% | -33.9% | -5.4% |
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