+193.6%
COP vs WTW
+42.3%
+151.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | +1.0% | -7.8% | +8.8% | +2.8% |
| 30D | +9.6% | -7.9% | +17.4% | +11.5% |
| 3M | +15.0% | +19.9% | -4.9% | +9.9% |
| 6M | +21.8% | +9.8% | +12.0% | +18.4% |
| YTD | +49.6% | -3.3% | +53.0% | +49.8% |
| 1Y | +49.9% | -3.3% | +53.2% | +49.9% |
| 3Y | +22.6% | +61.5% | -38.9% | +3.8% |
| 5Y | +193.6% | +42.6% | +151.0% | +154.8% |
| All | +193.6% | +42.3% | +151.3% | +154.8% |
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