+78.7%
CME vs WTW
+42.3%
+36.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.4% |
| 7D | -2.4% | -7.8% | +5.4% | -0.4% |
| 30D | +6.2% | -7.9% | +14.1% | +8.3% |
| 3M | +4.4% | +19.9% | -15.6% | -0.5% |
| 6M | -9.6% | +9.8% | -19.4% | -12.3% |
| YTD | +3.8% | -3.3% | +7.1% | +3.9% |
| 1Y | +9.5% | -3.3% | +12.8% | +9.4% |
| 3Y | +51.9% | +61.5% | -9.6% | +26.0% |
| 5Y | +78.7% | +42.6% | +36.1% | +53.1% |
| All | +78.7% | +42.3% | +36.4% | +53.1% |
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 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