-39.8%
COO vs WTW
+55.3%
-95.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | 0.0% |
| 7D | +0.5% | +2.0% | -1.5% | -0.3% |
| 30D | +14.2% | +12.9% | +1.3% | +9.0% |
| 3M | -18.2% | +0.7% | -19.0% | -18.5% |
| 6M | +5.3% | +39.5% | -34.1% | -7.5% |
| YTD | -23.6% | +3.1% | -26.7% | -25.3% |
| 1Y | -12.7% | +4.8% | -17.4% | -15.4% |
| 3Y | -24.2% | +42.9% | -67.1% | -38.0% |
| All | -39.8% | +55.3% | -95.1% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling