-1.8%
CMS vs WTW
+6.3%
-8.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.6% |
| 7D | +1.7% | +2.0% | -0.2% | +1.7% |
| 30D | +6.2% | +12.9% | -6.7% | +6.0% |
| 3M | +0.6% | +0.7% | -0.1% | +0.4% |
| 6M | -1.8% | +39.5% | -41.2% | -1.7% |
| YTD | +3.8% | +3.1% | +0.7% | +2.3% |
| 1Y | -1.8% | +4.8% | -6.5% | -3.3% |
| All | -1.8% | +6.3% | -8.1% | -3.3% |
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