+467.4%
CF vs WTW
+214.6%
+252.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +1.9% |
| 7D | +4.8% | +1.6% | +3.2% | +4.0% |
| 30D | +9.7% | +12.4% | -2.7% | +4.7% |
| 3M | +1.2% | -2.6% | +3.9% | +1.9% |
| 6M | +7.4% | +30.8% | -23.4% | -4.5% |
| YTD | +60.5% | +2.3% | +58.2% | +55.8% |
| 1Y | +50.7% | +4.9% | +45.9% | +44.7% |
| 3Y | +64.8% | +43.9% | +20.9% | +33.8% |
| 5Y | +115.8% | +53.8% | +62.0% | +64.7% |
| All | +467.4% | +214.6% | +252.8% | +202.6% |
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