+7.7%
CNH vs WTW
+42.0%
-34.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -5.7% | -5.7% | 0.0% | -3.9% |
| 30D | +26.6% | -7.3% | +33.8% | +29.6% |
| 3M | +31.1% | +21.5% | +9.6% | +22.3% |
| 6M | +24.9% | +9.6% | +15.2% | +19.9% |
| YTD | +48.7% | -3.3% | +52.0% | +50.0% |
| 1Y | +22.2% | -6.1% | +28.3% | +24.7% |
| 3Y | +7.4% | +61.8% | -54.4% | -20.9% |
| All | +7.7% | +42.0% | -34.3% | -19.6% |
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 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