+251.7%
CB vs WTW
+218.5%
+33.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.1% |
| 7D | +2.9% | +2.0% | +1.0% | +2.0% |
| 30D | +7.3% | +12.9% | -5.6% | +1.1% |
| 3M | +9.4% | +0.7% | +8.7% | +8.7% |
| 6M | +19.6% | +39.5% | -19.8% | +0.8% |
| YTD | +21.5% | +3.1% | +18.4% | +17.1% |
| 1Y | +28.0% | +4.8% | +23.2% | +22.3% |
| 3Y | +74.9% | +42.9% | +31.9% | +40.4% |
| 5Y | +108.1% | +55.3% | +52.9% | +55.9% |
| All | +251.7% | +218.5% | +33.1% | +87.8% |
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