-24.2%
COO vs WTW
+44.7%
-68.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.2% |
| 7D | +0.5% | +2.0% | -1.5% | -0.1% |
| 30D | +14.2% | +12.9% | +1.3% | +10.5% |
| 3M | -18.2% | +0.7% | -19.0% | -18.5% |
| 6M | +5.3% | +39.5% | -34.1% | -3.3% |
| YTD | -23.6% | +3.1% | -26.7% | -24.6% |
| 1Y | -12.7% | +4.8% | -17.4% | -14.5% |
| 3Y | -24.2% | +42.9% | -67.1% | -33.2% |
| All | -24.2% | +44.7% | -68.9% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling