+487.7%
CL vs WTW
+1,172.0%
-684.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.3% |
| 7D | +2.6% | +1.6% | +1.0% | +2.2% |
| 30D | +11.8% | +12.4% | -0.6% | +8.6% |
| 3M | +5.9% | -2.6% | +8.5% | +6.5% |
| 6M | +13.3% | +30.8% | -17.4% | +5.8% |
| YTD | +27.1% | +2.3% | +24.8% | +25.1% |
| 1Y | +28.0% | +4.9% | +23.1% | +25.1% |
| 3Y | +39.4% | +43.9% | -4.5% | +25.0% |
| 5Y | +40.8% | +53.8% | -13.1% | +22.9% |
| 10Y | +84.9% | +212.8% | -127.9% | +32.4% |
| All | +487.7% | +1,172.0% | -684.3% | +222.1% |
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