+471.5%
CF vs WTW
+218.5%
+252.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.6% |
| 7D | +4.8% | +2.0% | +2.8% | +4.0% |
| 30D | +4.7% | +12.9% | -8.2% | -0.3% |
| 3M | +7.4% | +0.7% | +6.7% | +6.7% |
| 6M | +0.6% | +39.5% | -38.9% | -12.8% |
| YTD | +64.1% | +3.1% | +61.0% | +58.8% |
| 1Y | +51.4% | +4.8% | +46.6% | +45.4% |
| 3Y | +67.8% | +42.9% | +24.9% | +36.8% |
| 5Y | +114.1% | +55.3% | +58.9% | +62.8% |
| All | +471.5% | +218.5% | +252.9% | +204.5% |
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