-49.3%
COMP vs WTW
+54.7%
-104.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.3% | +13.0% | +12.2% |
| 7D | +13.4% | +1.4% | +12.1% | +12.4% |
| 30D | +11.1% | +13.1% | -2.0% | +2.6% |
| 3M | -18.8% | -3.0% | -15.9% | -17.6% |
| 6M | +10.5% | +31.2% | -20.7% | -9.3% |
| YTD | -3.4% | +1.1% | -4.5% | -6.9% |
| 1Y | +19.7% | +3.4% | +16.3% | +13.0% |
| 3Y | +381.6% | +44.7% | +336.9% | +223.6% |
| 5Y | -17.6% | +52.0% | -69.6% | -47.7% |
| All | -49.3% | +54.7% | -104.0% | -68.1% |
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