+15.6%
COO vs WTW
+198.0%
-182.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -22.5% | -5.7% | -16.8% | -20.7% |
| 30D | -29.7% | -7.3% | -22.5% | -27.6% |
| 3M | -20.1% | +21.5% | -41.6% | -26.4% |
| 6M | -26.9% | +9.6% | -36.5% | -30.3% |
| YTD | -34.2% | -3.3% | -30.9% | -34.3% |
| 1Y | -21.3% | -6.1% | -15.1% | -20.5% |
| 3Y | -38.7% | +61.8% | -100.5% | -52.2% |
| 5Y | -52.2% | +42.7% | -94.9% | -60.9% |
| All | +15.6% | +198.0% | -182.4% | -28.0% |
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 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