+66.5%
CF vs WTW
-4.1%
+70.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.6% | +6.4% | +3.1% |
| 7D | -0.8% | -7.1% | +6.3% | -0.3% |
| 30D | +14.3% | -8.5% | +22.8% | +15.1% |
| 3M | +27.9% | +20.6% | +7.3% | +25.3% |
| 6M | +25.5% | +7.2% | +18.3% | +24.4% |
| YTD | +81.2% | -3.9% | +85.1% | +82.8% |
| 1Y | +66.5% | -3.6% | +70.1% | +68.6% |
| All | +66.5% | -4.1% | +70.6% | +68.6% |
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 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