+34.8%
CF vs WTW
+8.6%
+26.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.0% | -7.4% | -4.5% |
| 7D | -6.9% | +4.9% | -11.8% | -7.1% |
| 30D | -3.7% | +17.1% | -20.8% | -4.5% |
| 3M | -5.0% | -0.3% | -4.6% | -5.0% |
| 6M | -10.5% | +30.7% | -41.1% | -11.8% |
| YTD | +46.5% | +3.7% | +42.8% | +46.6% |
| 1Y | +34.8% | +5.9% | +28.9% | +32.0% |
| All | +34.8% | +8.6% | +26.2% | +32.0% |
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 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