+3,504.6%
COR vs WTW
+1,139.1%
+2,365.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.0% |
| 7D | -1.9% | -2.7% | +0.8% | -1.0% |
| 30D | +1.5% | -5.6% | +7.2% | +3.3% |
| 3M | +18.7% | +26.5% | -7.8% | +10.0% |
| 6M | -9.0% | +8.1% | -17.2% | -11.7% |
| YTD | -3.3% | -0.3% | -3.0% | -4.5% |
| 1Y | +9.8% | -0.9% | +10.7% | +8.6% |
| 3Y | +87.4% | +66.6% | +20.7% | +54.8% |
| 5Y | +180.5% | +54.0% | +126.5% | +134.6% |
| 10Y | +398.1% | +198.1% | +200.0% | +233.5% |
| All | +3,504.6% | +1,139.1% | +2,365.6% | +1,508.8% |
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 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