+140.2%
CMS vs WTW
+218.5%
-78.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.1% |
| 7D | +1.7% | +2.0% | -0.2% | +1.1% |
| 30D | +6.2% | +12.9% | -6.7% | +2.4% |
| 3M | +0.6% | +0.7% | -0.1% | +0.2% |
| 6M | -1.8% | +39.5% | -41.2% | -11.7% |
| YTD | +3.8% | +3.1% | +0.7% | +1.4% |
| 1Y | -1.8% | +4.8% | -6.5% | -4.7% |
| 3Y | +39.8% | +42.9% | -3.1% | +21.0% |
| 5Y | +37.1% | +55.3% | -18.2% | +13.4% |
| All | +140.2% | +218.5% | -78.3% | +68.9% |
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