-47.0%
COMP vs WTW
+47.1%
-94.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | +1.6% |
| 7D | +0.8% | -7.1% | +8.0% | +5.6% |
| 30D | -13.9% | -8.5% | -5.3% | -9.0% |
| 3M | +30.7% | +20.6% | +10.2% | +13.8% |
| 6M | +18.7% | +7.2% | +11.5% | +11.0% |
| YTD | +1.0% | -3.9% | +4.9% | +0.7% |
| 1Y | +15.1% | -3.6% | +18.7% | +13.8% |
| 3Y | +219.8% | +60.7% | +159.1% | +88.2% |
| 5Y | -28.7% | +42.2% | -70.8% | -53.0% |
| All | -47.0% | +47.1% | -94.1% | -65.5% |
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