+51.0%
CL vs WTW
+198.0%
-147.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.3% | -1.3% |
| 7D | -2.2% | -5.7% | +3.5% | -0.7% |
| 30D | -6.0% | -7.3% | +1.3% | -4.2% |
| 3M | -2.3% | +21.5% | -23.8% | -7.5% |
| 6M | -2.0% | +9.6% | -11.6% | -5.0% |
| YTD | +11.8% | -3.3% | +15.1% | +11.6% |
| 1Y | +5.8% | -6.1% | +12.0% | +6.5% |
| 3Y | +25.9% | +61.8% | -35.9% | +7.3% |
| 5Y | +26.9% | +42.7% | -15.7% | +10.8% |
| All | +51.0% | +198.0% | -147.0% | +10.3% |
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