+185.8%
CGNX vs WTW
+198.0%
-12.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | +3.2% | -5.7% | +8.9% | +6.1% |
| 30D | +6.0% | -7.3% | +13.3% | +9.5% |
| 3M | +3.5% | +21.5% | -17.9% | -7.5% |
| 6M | +26.3% | +9.6% | +16.7% | +17.4% |
| YTD | +79.2% | -3.3% | +82.5% | +76.6% |
| 1Y | +43.8% | -6.1% | +49.9% | +43.6% |
| 3Y | +52.0% | +61.8% | -9.9% | +5.1% |
| 5Y | -24.0% | +42.7% | -66.7% | -43.4% |
| All | +185.8% | +198.0% | -12.2% | +39.2% |
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