+44.6%
COP vs WTW
+3.0%
+41.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.1% | -0.9% |
| 7D | +3.0% | -2.6% | +5.6% | +3.2% |
| 30D | +17.5% | -1.0% | +18.5% | +17.6% |
| 3M | +13.4% | +29.9% | -16.6% | +10.7% |
| 6M | +17.7% | +10.7% | +7.0% | +16.3% |
| YTD | +46.6% | +2.6% | +44.0% | +46.2% |
| 1Y | +44.6% | +2.8% | +41.9% | +46.9% |
| All | +44.6% | +3.0% | +41.6% | +46.9% |
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