+274.2%
CME vs WTW
+198.0%
+76.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -1.6% | -5.7% | +4.1% | +0.6% |
| 30D | +5.6% | -7.3% | +12.8% | +8.5% |
| 3M | +5.6% | +21.5% | -15.9% | -2.5% |
| 6M | -8.3% | +9.6% | -17.9% | -12.5% |
| YTD | +4.3% | -3.3% | +7.6% | +3.9% |
| 1Y | +9.1% | -6.1% | +15.2% | +9.9% |
| 3Y | +52.1% | +61.8% | -9.8% | +17.7% |
| 5Y | +79.7% | +42.7% | +37.0% | +44.9% |
| All | +274.2% | +198.0% | +76.2% | +117.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling