+95.2%
CNC vs WTW
+198.0%
-102.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | -0.9% | -5.7% | +4.8% | +1.5% |
| 30D | -1.0% | -7.3% | +6.3% | +2.1% |
| 3M | +4.5% | +21.5% | -16.9% | -4.1% |
| 6M | +85.2% | +9.6% | +75.6% | +76.0% |
| YTD | +61.4% | -3.3% | +64.7% | +61.3% |
| 1Y | +94.9% | -6.1% | +101.0% | +97.2% |
| 3Y | 0.0% | +61.8% | -61.8% | -20.3% |
| 5Y | +11.2% | +42.7% | -31.5% | -8.3% |
| All | +95.2% | +198.0% | -102.8% | +11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling