+38.4%
CP vs WTW
+44.7%
-6.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.7% |
| 7D | +2.1% | +2.0% | +0.2% | +1.9% |
| 30D | +9.3% | +12.9% | -3.6% | +7.9% |
| 3M | +0.5% | +0.7% | -0.3% | +0.3% |
| 6M | +10.4% | +39.5% | -29.1% | +6.2% |
| YTD | +28.7% | +3.1% | +25.6% | +28.7% |
| 1Y | +33.2% | +4.8% | +28.4% | +32.7% |
| 3Y | +38.4% | +42.9% | -4.5% | +30.9% |
| All | +38.4% | +44.7% | -6.3% | +30.9% |
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 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