+122.2%
CMS vs WTW
+189.9%
-67.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | +0.1% |
| 7D | +0.2% | -7.1% | +7.3% | +2.3% |
| 30D | -1.3% | -8.5% | +7.3% | +1.2% |
| 3M | -5.4% | +20.6% | -25.9% | -10.9% |
| 6M | -10.3% | +7.2% | -17.5% | -13.1% |
| YTD | -0.2% | -3.9% | +3.6% | -0.5% |
| 1Y | -0.9% | -3.6% | +2.7% | -1.3% |
| 3Y | +34.0% | +60.7% | -26.7% | +10.9% |
| 5Y | +23.6% | +42.2% | -18.6% | +5.1% |
| 10Y | +122.2% | +195.5% | -73.2% | +57.8% |
| All | +122.2% | +189.9% | -67.6% | +57.8% |
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