+497.1%
CL vs WTW
+1,181.4%
-684.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.3% |
| 7D | +3.2% | +2.0% | +1.3% | +2.7% |
| 30D | +8.0% | +12.9% | -4.8% | +4.9% |
| 3M | +7.9% | +0.7% | +7.1% | +7.6% |
| 6M | +14.7% | +39.5% | -24.7% | +5.4% |
| YTD | +29.2% | +3.1% | +26.1% | +26.8% |
| 1Y | +29.5% | +4.8% | +24.8% | +26.6% |
| 3Y | +40.7% | +42.9% | -2.3% | +26.4% |
| 5Y | +43.9% | +55.3% | -11.4% | +25.3% |
| 10Y | +87.2% | +217.2% | -129.9% | +33.7% |
| All | +497.1% | +1,181.4% | -684.3% | +226.7% |
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 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