+619.9%
CF vs WTW
+189.9%
+430.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.6% | +6.4% | +4.2% |
| 7D | -0.8% | -7.1% | +6.3% | +1.9% |
| 30D | +14.3% | -8.5% | +22.8% | +18.1% |
| 3M | +27.9% | +20.6% | +7.3% | +18.1% |
| 6M | +25.5% | +7.2% | +18.3% | +20.5% |
| YTD | +81.2% | -3.9% | +85.1% | +80.5% |
| 1Y | +66.5% | -3.6% | +70.1% | +65.6% |
| 3Y | +76.7% | +60.7% | +16.0% | +35.4% |
| 5Y | +237.8% | +42.2% | +195.7% | +168.2% |
| 10Y | +619.9% | +195.5% | +424.4% | +303.8% |
| All | +619.9% | +189.9% | +430.0% | +303.8% |
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