+35.2%
CMS vs WTW
+65.4%
-30.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.9% |
| 7D | +1.2% | -2.7% | +4.0% | +1.6% |
| 30D | -3.2% | -5.6% | +2.5% | -2.4% |
| 3M | -2.2% | +26.5% | -28.7% | -6.1% |
| 6M | -9.4% | +8.1% | -17.6% | -10.9% |
| YTD | +0.7% | -0.3% | +1.0% | +0.5% |
| 1Y | +0.4% | -0.9% | +1.2% | +0.2% |
| 3Y | +35.2% | +66.6% | -31.5% | +21.1% |
| All | +35.2% | +65.4% | -30.2% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling