+223.6%
CP vs WTW
+197.9%
+25.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -2.7% | -7.8% | +5.1% | +0.3% |
| 30D | -3.4% | -7.9% | +4.5% | -0.4% |
| 3M | -0.6% | +19.9% | -20.6% | -8.0% |
| 6M | +6.3% | +9.8% | -3.5% | +1.1% |
| YTD | +21.2% | -3.3% | +24.5% | +20.6% |
| 1Y | +20.0% | -3.3% | +23.3% | +19.2% |
| 3Y | +18.7% | +61.5% | -42.8% | -9.3% |
| 5Y | +34.8% | +42.6% | -7.8% | +7.6% |
| All | +223.6% | +197.9% | +25.7% | +90.9% |
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