+3,053.7%
CP vs WTW
+1,174.9%
+1,878.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.5% | +1.1% |
| 7D | -2.7% | -2.6% | -0.1% | -1.7% |
| 30D | +0.2% | -1.0% | +1.1% | +0.5% |
| 3M | +2.6% | +29.9% | -27.4% | -7.6% |
| 6M | +6.0% | +10.7% | -4.7% | +0.6% |
| YTD | +24.9% | +2.6% | +22.4% | +21.3% |
| 1Y | +20.1% | +2.8% | +17.4% | +16.4% |
| 3Y | +16.4% | +67.3% | -50.9% | -8.8% |
| 5Y | +31.7% | +56.6% | -24.9% | +4.9% |
| 10Y | +223.9% | +204.1% | +19.8% | +95.3% |
| All | +3,053.7% | +1,174.9% | +1,878.8% | +1,403.0% |
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