-21.3%
COO vs WTW
-3.2%
-18.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -22.5% | -5.7% | -16.8% | -21.7% |
| 30D | -29.7% | -7.3% | -22.5% | -28.8% |
| 3M | -20.1% | +21.5% | -41.6% | -22.0% |
| 6M | -26.9% | +9.6% | -36.5% | -28.4% |
| YTD | -34.2% | -3.3% | -30.9% | -34.1% |
| 1Y | -21.3% | -6.1% | -15.1% | -20.6% |
| All | -21.3% | -3.2% | -18.1% | -20.6% |
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