+117.0%
AA vs WTW
+198.0%
-81.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -3.4% | -5.7% | +2.3% | -0.5% |
| 30D | -5.8% | -7.3% | +1.5% | -2.3% |
| 3M | -29.9% | +21.5% | -51.4% | -37.6% |
| 6M | -27.0% | +9.6% | -36.6% | -32.4% |
| YTD | -8.7% | -3.3% | -5.4% | -10.3% |
| 1Y | +50.6% | -6.1% | +56.8% | +49.9% |
| 3Y | +74.1% | +61.8% | +12.2% | +15.1% |
| 5Y | +2.6% | +42.7% | -40.1% | -27.0% |
| All | +117.0% | +198.0% | -81.1% | +5.5% |
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 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