+154.0%
CNH vs WTW
+198.0%
-44.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -5.7% | -5.7% | 0.0% | -3.2% |
| 30D | +26.6% | -7.3% | +33.8% | +30.8% |
| 3M | +31.1% | +21.5% | +9.6% | +18.9% |
| 6M | +24.9% | +9.6% | +15.2% | +17.3% |
| YTD | +48.7% | -3.3% | +52.0% | +47.6% |
| 1Y | +22.2% | -6.1% | +28.3% | +22.8% |
| 3Y | +7.4% | +61.8% | -54.4% | -22.1% |
| 5Y | +10.8% | +42.7% | -31.8% | -14.9% |
| All | +154.0% | +198.0% | -44.1% | +28.1% |
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