+958.9%
CI vs WTW
+1,174.9%
-216.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.4% |
| 7D | +1.3% | -2.6% | +3.9% | +2.4% |
| 30D | +4.4% | -1.0% | +5.4% | +4.8% |
| 3M | +0.7% | +29.9% | -29.3% | -10.3% |
| 6M | +0.3% | +10.7% | -10.4% | -5.0% |
| YTD | +3.8% | +2.6% | +1.2% | +0.7% |
| 1Y | -5.5% | +2.8% | -8.2% | -8.5% |
| 3Y | +8.1% | +67.3% | -59.2% | -17.0% |
| 5Y | +42.8% | +56.6% | -13.8% | +10.8% |
| 10Y | +143.9% | +204.1% | -60.2% | +36.3% |
| All | +958.9% | +1,174.9% | -216.0% | +274.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling