+28.3%
CL vs WTW
+45.2%
-16.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.1% | +0.4% |
| 7D | -2.3% | -7.1% | +4.8% | -0.7% |
| 30D | -5.5% | -8.5% | +3.0% | -3.7% |
| 3M | +0.8% | +20.6% | -19.7% | -3.5% |
| 6M | -4.2% | +7.2% | -11.4% | -6.3% |
| YTD | +13.4% | -3.9% | +17.3% | +13.4% |
| 1Y | +7.1% | -3.6% | +10.7% | +6.9% |
| 3Y | +29.0% | +60.7% | -31.7% | +11.8% |
| 5Y | +28.3% | +42.2% | -13.9% | +12.9% |
| All | +28.3% | +45.2% | -16.9% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling