-97.9%
CAPR vs WTW
+377.4%
-475.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.7% |
| 7D | -2.0% | -2.6% | +0.6% | -1.5% |
| 30D | +139.2% | -1.0% | +140.2% | +139.0% |
| 3M | -66.4% | +29.9% | -96.3% | -69.3% |
| 6M | -63.1% | +10.7% | -73.8% | -65.1% |
| YTD | -67.4% | +2.6% | -70.0% | -68.6% |
| 1Y | +58.2% | +2.8% | +55.5% | +51.9% |
| 3Y | +42.2% | +67.3% | -25.1% | +18.1% |
| 5Y | +87.3% | +56.6% | +30.6% | +57.3% |
| 10Y | -75.3% | +204.1% | -279.3% | -81.8% |
| All | -97.9% | +377.4% | -475.3% | -98.4% |
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 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