-51.0%
COO vs WTW
+42.0%
-93.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -22.5% | -5.7% | -16.8% | -20.8% |
| 30D | -29.7% | -7.3% | -22.5% | -27.7% |
| 3M | -20.1% | +21.5% | -41.6% | -26.0% |
| 6M | -26.9% | +9.6% | -36.5% | -30.1% |
| YTD | -34.2% | -3.3% | -30.9% | -34.1% |
| 1Y | -21.3% | -6.1% | -15.1% | -20.1% |
| 3Y | -38.7% | +61.8% | -100.5% | -53.6% |
| All | -51.0% | +42.0% | -93.0% | -62.3% |
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