+27.6%
CAVA vs WTW
+44.0%
-16.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | -8.0% | -5.7% | -2.3% | -6.6% |
| 30D | -19.6% | -7.3% | -12.3% | -18.0% |
| 3M | -36.7% | +21.5% | -58.1% | -39.8% |
| 6M | -30.6% | +9.6% | -40.2% | -32.6% |
| YTD | -4.8% | -3.3% | -1.5% | -4.9% |
| 1Y | -13.1% | -6.1% | -7.0% | -12.6% |
| 3Y | +48.8% | +61.8% | -13.1% | +36.8% |
| All | +27.6% | +44.0% | -16.4% | +19.3% |
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