+52.0%
CGNX vs WTW
+61.9%
-9.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | +3.2% | -5.7% | +8.9% | +3.4% |
| 30D | +6.0% | -7.3% | +13.3% | +6.3% |
| 3M | +3.5% | +21.5% | -17.9% | +2.1% |
| 6M | +26.3% | +9.6% | +16.7% | +25.9% |
| YTD | +79.2% | -3.3% | +82.5% | +82.3% |
| 1Y | +43.8% | -6.1% | +49.9% | +47.3% |
| 3Y | +52.0% | +61.8% | -9.9% | +55.0% |
| All | +52.0% | +61.9% | -9.9% | +55.0% |
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