+142.8%
CI vs WTW
+218.5%
-75.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.7% | -0.5% |
| 7D | +1.2% | +2.0% | -0.8% | +0.4% |
| 30D | +2.6% | +12.9% | -10.3% | -2.1% |
| 3M | +7.4% | +0.7% | +6.7% | +7.0% |
| 6M | -0.1% | +39.5% | -39.6% | -12.9% |
| YTD | +9.7% | +3.1% | +6.6% | +6.6% |
| 1Y | +12.1% | +4.8% | +7.4% | +8.2% |
| 3Y | +7.0% | +42.9% | -35.9% | -11.3% |
| 5Y | +49.7% | +55.3% | -5.6% | +16.6% |
| All | +142.8% | +218.5% | -75.7% | +35.2% |
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