+4.5%
CI vs WTW
+61.9%
-57.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -0.1% | -5.7% | +5.6% | +1.1% |
| 30D | +1.8% | -7.3% | +9.0% | +3.2% |
| 3M | -4.2% | +21.5% | -25.7% | -8.1% |
| 6M | +8.8% | +9.6% | -0.8% | +6.5% |
| YTD | +3.7% | -3.3% | +7.0% | +3.9% |
| 1Y | -6.1% | -6.1% | 0.0% | -5.4% |
| 3Y | +4.5% | +61.8% | -57.4% | -5.2% |
| All | +4.5% | +61.9% | -57.4% | -5.2% |
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 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