+3.2%
AA vs WTW
+42.0%
-38.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -3.4% | -5.7% | +2.3% | -2.0% |
| 30D | -5.8% | -7.3% | +1.5% | -4.0% |
| 3M | -29.9% | +21.5% | -51.4% | -34.0% |
| 6M | -27.0% | +9.6% | -36.6% | -29.5% |
| YTD | -8.7% | -3.3% | -5.4% | -8.2% |
| 1Y | +50.6% | -6.1% | +56.8% | +52.9% |
| 3Y | +74.1% | +61.8% | +12.2% | +26.0% |
| All | +3.2% | +42.0% | -38.8% | -26.3% |
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 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