+28.0%
CNH vs WTW
+3.0%
+25.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.2% | +3.8% |
| 7D | +23.3% | -2.6% | +25.9% | +22.9% |
| 30D | +33.5% | -1.0% | +34.4% | +33.3% |
| 3M | +32.7% | +29.9% | +2.8% | +38.2% |
| 6M | +22.2% | +10.7% | +11.5% | +27.0% |
| YTD | +57.7% | +2.6% | +55.1% | +65.4% |
| 1Y | +28.0% | +2.8% | +25.2% | +35.6% |
| All | +28.0% | +3.0% | +25.0% | +35.6% |
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