+51.4%
CF vs WTW
+6.3%
+45.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | +0.1% |
| 7D | +4.8% | +2.0% | +2.8% | +4.7% |
| 30D | +4.7% | +12.9% | -8.2% | +4.1% |
| 3M | +7.4% | +0.7% | +6.7% | +7.3% |
| 6M | +0.6% | +39.5% | -38.9% | -1.3% |
| YTD | +64.1% | +3.1% | +61.0% | +64.5% |
| 1Y | +51.4% | +4.8% | +46.6% | +49.4% |
| All | +51.4% | +6.3% | +45.1% | +49.4% |
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