+5.7%
COMP vs WTW
+3.8%
+1.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.9% |
| 7D | +8.9% | -2.3% | +11.2% | +9.2% |
| 30D | +14.0% | +10.7% | +3.3% | +12.4% |
| 3M | -21.1% | -3.1% | -18.1% | -21.6% |
| 6M | +20.1% | +31.7% | -11.6% | +16.9% |
| YTD | -5.0% | +1.1% | -6.1% | -7.3% |
| 1Y | +5.7% | +4.1% | +1.6% | +1.0% |
| All | +5.7% | +3.8% | +1.8% | +1.0% |
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