+606.1%
COST vs WTW
+198.0%
+408.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -1.2% | -5.7% | +4.5% | +0.5% |
| 30D | -4.7% | -7.3% | +2.5% | -2.6% |
| 3M | -7.1% | +21.5% | -28.6% | -12.7% |
| 6M | -8.5% | +9.6% | -18.2% | -11.8% |
| YTD | +5.4% | -3.3% | +8.7% | +5.1% |
| 1Y | -5.6% | -6.1% | +0.5% | -5.0% |
| 3Y | +68.5% | +61.8% | +6.6% | +39.7% |
| 5Y | +105.2% | +42.7% | +62.6% | +75.6% |
| All | +606.1% | +198.0% | +408.0% | +385.3% |
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