+1,166.0%
COP vs WTW
+1,139.1%
+26.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.7% |
| 7D | -0.8% | -2.7% | +1.9% | +0.2% |
| 30D | +15.6% | -5.6% | +21.2% | +18.2% |
| 3M | +14.3% | +26.5% | -12.2% | +3.5% |
| 6M | +17.0% | +8.1% | +8.8% | +12.0% |
| YTD | +47.4% | -0.3% | +47.7% | +44.8% |
| 1Y | +52.4% | -0.9% | +53.3% | +49.7% |
| 3Y | +20.8% | +66.6% | -45.8% | -6.4% |
| 5Y | +191.7% | +54.0% | +137.7% | +129.8% |
| 10Y | +325.1% | +198.1% | +126.9% | +155.0% |
| All | +1,166.0% | +1,139.1% | +26.9% | +453.5% |
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