+220.7%
CF vs WTW
+56.1%
+164.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.8% |
| 7D | +6.0% | -2.6% | +8.6% | +6.6% |
| 30D | +14.8% | -1.0% | +15.8% | +15.0% |
| 3M | +14.1% | +29.9% | -15.9% | +7.4% |
| 6M | +28.5% | +10.7% | +17.8% | +25.2% |
| YTD | +74.9% | +2.6% | +72.4% | +73.0% |
| 1Y | +61.7% | +2.8% | +58.9% | +59.8% |
| 3Y | +80.3% | +67.3% | +13.1% | +51.0% |
| All | +220.7% | +56.1% | +164.7% | +159.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling