+428.8%
CL vs WTW
+1,174.9%
-746.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.7% | -0.9% |
| 7D | -2.2% | -2.6% | +0.4% | -1.5% |
| 30D | -4.8% | -1.0% | -3.8% | -4.6% |
| 3M | +4.9% | +29.9% | -25.0% | -1.8% |
| 6M | -5.7% | +10.7% | -16.4% | -8.6% |
| YTD | +14.4% | +2.6% | +11.8% | +12.5% |
| 1Y | +8.7% | +2.8% | +6.0% | +6.9% |
| 3Y | +30.0% | +67.3% | -37.3% | +12.1% |
| 5Y | +28.4% | +56.6% | -28.3% | +11.4% |
| 10Y | +50.1% | +204.1% | -154.0% | +8.2% |
| All | +428.8% | +1,174.9% | -746.1% | +189.8% |
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