+61.5%
CF vs WTW
+44.3%
+17.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.9% |
| 7D | -3.2% | +1.4% | -4.5% | -3.3% |
| 30D | +4.3% | +13.1% | -8.8% | +2.9% |
| 3M | +2.8% | -3.0% | +5.8% | +3.0% |
| 6M | +0.6% | +31.2% | -30.6% | -2.9% |
| YTD | +56.6% | +1.1% | +55.5% | +56.1% |
| 1Y | +49.6% | +3.4% | +46.2% | +48.3% |
| 3Y | +61.5% | +44.7% | +16.8% | +51.0% |
| All | +61.5% | +44.3% | +17.2% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling