-29.9%
COMP vs WTW
+56.1%
-86.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +2.0% |
| 7D | +1.4% | -2.6% | +4.0% | +3.3% |
| 30D | -13.3% | -1.0% | -12.3% | -12.9% |
| 3M | +41.1% | +29.9% | +11.2% | +15.1% |
| 6M | +17.2% | +10.7% | +6.5% | +6.9% |
| YTD | +5.2% | +2.6% | +2.6% | +0.3% |
| 1Y | +18.9% | +2.8% | +16.2% | +12.4% |
| 3Y | +215.9% | +67.3% | +148.6% | +63.9% |
| All | -29.9% | +56.1% | -86.0% | -61.3% |
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