+216.7%
CTVA vs WTW
+94.5%
+122.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -4.5% | -5.7% | +1.2% | -2.3% |
| 30D | +11.3% | -7.3% | +18.6% | +14.5% |
| 3M | +12.3% | +21.5% | -9.1% | +3.4% |
| 6M | +7.2% | +9.6% | -2.5% | +1.9% |
| YTD | +26.0% | -3.3% | +29.3% | +25.5% |
| 1Y | +16.0% | -6.1% | +22.2% | +17.1% |
| 3Y | +73.9% | +61.8% | +12.1% | +33.3% |
| 5Y | +103.8% | +42.7% | +61.1% | +62.5% |
| All | +216.7% | +94.5% | +122.2% | +130.0% |
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 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