+6,651.5%
CME vs WTW
+566.0%
+6,085.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | +0.8% |
| 7D | -0.6% | -7.1% | +6.5% | +2.6% |
| 30D | +4.7% | -8.5% | +13.2% | +8.7% |
| 3M | +7.8% | +20.6% | -12.7% | -1.2% |
| 6M | -11.0% | +7.2% | -18.2% | -14.8% |
| YTD | +4.0% | -3.9% | +7.9% | +3.5% |
| 1Y | +9.1% | -3.6% | +12.7% | +8.2% |
| 3Y | +52.3% | +60.7% | -8.4% | +16.7% |
| 5Y | +76.1% | +42.2% | +33.9% | +40.4% |
| 10Y | +280.6% | +195.5% | +85.1% | +106.0% |
| All | +6,651.5% | +566.0% | +6,085.5% | +2,371.0% |
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