+1,078.5%
COO vs WTW
+1,174.9%
-96.4%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.7% | -0.7% |
| 7D | -2.2% | -2.6% | +0.4% | -1.2% |
| 30D | -7.0% | -1.0% | -6.0% | -6.7% |
| 3M | +12.2% | +29.9% | -17.7% | +1.3% |
| 6M | -15.1% | +10.7% | -25.8% | -19.1% |
| YTD | -15.1% | +2.6% | -17.7% | -17.2% |
| 1Y | +2.3% | +2.8% | -0.4% | -0.5% |
| 3Y | -23.7% | +67.3% | -90.9% | -39.4% |
| 5Y | -38.9% | +56.6% | -95.6% | -50.5% |
| 10Y | +49.9% | +204.1% | -154.1% | -8.0% |
| All | +1,078.5% | +1,174.9% | -96.4% | +409.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling