+305.2%
CG vs WTW
+198.0%
+107.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -9.9% | -5.7% | -4.1% | -6.9% |
| 30D | -11.7% | -7.3% | -4.4% | -8.1% |
| 3M | -4.3% | +21.5% | -25.7% | -14.6% |
| 6M | -8.8% | +9.6% | -18.4% | -14.8% |
| YTD | -26.9% | -3.3% | -23.6% | -27.1% |
| 1Y | -35.4% | -6.1% | -29.3% | -34.7% |
| 3Y | +43.0% | +61.8% | -18.8% | +1.4% |
| 5Y | +1.9% | +42.7% | -40.8% | -21.8% |
| All | +305.2% | +198.0% | +107.1% | +131.2% |
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