+238.9%
CRM vs WTW
+198.0%
+40.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.9% | +1.9% |
| 7D | -4.4% | -5.7% | +1.3% | -1.7% |
| 30D | +28.1% | -7.3% | +35.4% | +32.7% |
| 3M | +48.8% | +21.5% | +27.4% | +35.0% |
| 6M | +28.3% | +9.6% | +18.6% | +21.6% |
| YTD | -6.0% | -3.3% | -2.7% | -6.2% |
| 1Y | +1.4% | -6.1% | +7.6% | +2.4% |
| 3Y | +11.8% | +61.8% | -50.0% | -18.0% |
| 5Y | -2.0% | +42.7% | -44.7% | -23.9% |
| All | +238.9% | +198.0% | +40.9% | +86.2% |
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