+180.7%
COR vs WTW
+42.3%
+138.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.9% |
| 7D | -4.8% | -7.8% | +3.0% | -2.9% |
| 30D | -3.7% | -7.9% | +4.2% | -1.8% |
| 3M | +14.3% | +19.9% | -5.6% | +9.2% |
| 6M | -8.5% | +9.8% | -18.3% | -11.1% |
| YTD | -4.4% | -3.3% | -1.1% | -5.0% |
| 1Y | +9.1% | -3.3% | +12.4% | +8.4% |
| 3Y | +85.2% | +61.5% | +23.7% | +57.7% |
| 5Y | +180.7% | +42.6% | +138.1% | +139.7% |
| All | +180.7% | +42.3% | +138.4% | +139.7% |
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