+7.1%
CRM vs WTW
+3.0%
+4.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.3% |
| 7D | +1.3% | -2.6% | +3.9% | +2.0% |
| 30D | +34.3% | -1.0% | +35.3% | +34.5% |
| 3M | +37.7% | +29.9% | +7.8% | +27.1% |
| 6M | +34.9% | +10.7% | +24.2% | +25.8% |
| YTD | -1.6% | +2.6% | -4.2% | -8.3% |
| 1Y | +7.1% | +2.8% | +4.4% | -2.4% |
| All | +7.1% | +3.0% | +4.1% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling