+76.7%
CF vs WTW
+69.9%
+6.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -3.0% |
| 7D | +6.0% | -2.6% | +8.6% | +6.3% |
| 30D | +14.8% | -1.0% | +15.8% | +15.0% |
| 3M | +14.1% | +29.9% | -15.9% | +10.5% |
| 6M | +28.5% | +10.7% | +17.8% | +26.8% |
| YTD | +74.9% | +2.6% | +72.4% | +74.1% |
| 1Y | +61.7% | +2.8% | +58.9% | +61.0% |
| All | +76.7% | +69.9% | +6.8% | +61.9% |
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