+406.3%
CMS vs WTW
+1,177.0%
-770.7%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -1.1% | -0.9% | -0.2% | -0.9% |
| 30D | +6.6% | +12.0% | -5.4% | +3.4% |
| 3M | +0.8% | -2.1% | +2.9% | +1.2% |
| 6M | -3.3% | +34.8% | -38.1% | -11.2% |
| YTD | +2.7% | +2.7% | 0.0% | +0.5% |
| 1Y | -4.0% | +5.1% | -9.1% | -6.7% |
| 3Y | +37.6% | +44.4% | -6.8% | +21.7% |
| 5Y | +35.4% | +55.1% | -19.7% | +16.1% |
| 10Y | +136.0% | +216.1% | -80.0% | +64.4% |
| All | +406.3% | +1,177.0% | -770.7% | +177.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling