+68.0%
CNH vs WTW
+259.9%
-192.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.2% | +5.0% |
| 7D | +23.3% | -2.6% | +25.9% | +24.7% |
| 30D | +33.5% | -1.0% | +34.4% | +34.0% |
| 3M | +32.7% | +29.9% | +2.8% | +16.2% |
| 6M | +22.2% | +10.7% | +11.5% | +14.2% |
| YTD | +57.7% | +2.6% | +55.1% | +52.0% |
| 1Y | +28.0% | +2.8% | +25.2% | +22.7% |
| 3Y | +11.5% | +67.3% | -55.7% | -20.3% |
| 5Y | +11.9% | +56.6% | -44.8% | -18.1% |
| 10Y | +162.8% | +204.1% | -41.3% | +27.5% |
| All | +68.0% | +259.9% | -192.0% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling