+17.2%
COMP vs WTW
+11.2%
+6.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +0.5% |
| 7D | +1.4% | -2.6% | +4.0% | +1.3% |
| 30D | -13.3% | -1.0% | -12.3% | -13.4% |
| 3M | +41.1% | +29.9% | +11.2% | +40.4% |
| 6M | +17.2% | +10.7% | +6.5% | +20.8% |
| All | +17.2% | +11.2% | +6.0% | +20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling