+45.5%
CG vs WTW
+61.8%
-16.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.5% |
| 7D | -9.8% | -7.8% | -2.0% | -7.8% |
| 30D | -10.3% | -7.9% | -2.4% | -8.3% |
| 3M | -1.7% | +19.9% | -21.6% | -6.8% |
| 6M | -9.8% | +9.8% | -19.6% | -12.7% |
| YTD | -25.6% | -3.3% | -22.3% | -25.0% |
| 1Y | -32.5% | -3.3% | -29.2% | -32.0% |
| All | +45.5% | +61.8% | -16.3% | +32.8% |
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 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