+142.1%
CI vs WTW
+198.0%
-55.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -0.1% | -5.7% | +5.6% | +2.2% |
| 30D | +1.8% | -7.3% | +9.0% | +4.6% |
| 3M | -4.2% | +21.5% | -25.7% | -11.7% |
| 6M | +8.8% | +9.6% | -0.8% | +3.9% |
| YTD | +3.7% | -3.3% | +7.0% | +3.3% |
| 1Y | -6.1% | -6.1% | 0.0% | -5.3% |
| 3Y | +4.5% | +61.8% | -57.4% | -18.5% |
| 5Y | +50.5% | +42.7% | +7.9% | +21.8% |
| All | +142.1% | +198.0% | -55.9% | +50.7% |
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