-0.9%
CMS vs WTW
-4.1%
+3.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.8% |
| 7D | +0.2% | -7.1% | +7.3% | +0.3% |
| 30D | -1.3% | -8.5% | +7.3% | -1.2% |
| 3M | -5.4% | +20.6% | -25.9% | -6.0% |
| 6M | -10.3% | +7.2% | -17.5% | -11.1% |
| YTD | -0.2% | -3.9% | +3.6% | -0.6% |
| 1Y | -0.9% | -3.6% | +2.7% | -1.5% |
| All | -0.9% | -4.1% | +3.2% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling