+3,616.8%
CLS vs WTW
+42.3%
+3,574.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.5% |
| 7D | +5.0% | -7.8% | +12.8% | +4.9% |
| 30D | +4.8% | -7.9% | +12.7% | +4.7% |
| 3M | -10.4% | +19.9% | -30.3% | -10.3% |
| 6M | +20.8% | +9.8% | +11.0% | +21.3% |
| YTD | +10.0% | -3.3% | +13.4% | +11.7% |
| 1Y | +28.5% | -3.3% | +31.8% | +29.8% |
| 3Y | +1,292.2% | +61.5% | +1,230.7% | +1,025.5% |
| 5Y | +3,616.8% | +42.6% | +3,574.2% | +2,872.6% |
| All | +3,616.8% | +42.3% | +3,574.5% | +2,872.6% |
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