+395.2%
COR vs WTW
+198.0%
+197.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.8% | -5.7% | +2.9% | -0.7% |
| 30D | +2.6% | -7.3% | +9.8% | +5.3% |
| 3M | +14.5% | +21.5% | -7.0% | +6.2% |
| 6M | -7.8% | +9.6% | -17.4% | -11.5% |
| YTD | -4.2% | -3.3% | -0.9% | -4.7% |
| 1Y | +7.0% | -6.1% | +13.1% | +7.7% |
| 3Y | +85.5% | +61.8% | +23.7% | +46.6% |
| 5Y | +181.2% | +42.7% | +138.5% | +129.8% |
| All | +395.2% | +198.0% | +197.1% | +178.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling