+61.6%
AG vs WTW
+198.0%
-136.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -6.7% | -5.7% | -1.0% | -5.6% |
| 30D | +2.2% | -7.3% | +9.4% | +3.7% |
| 3M | +15.7% | +21.5% | -5.8% | +10.6% |
| 6M | -23.8% | +9.6% | -33.4% | -25.9% |
| YTD | +17.6% | -3.3% | +20.9% | +17.8% |
| 1Y | +88.6% | -6.1% | +94.8% | +89.9% |
| 3Y | +253.4% | +61.8% | +191.6% | +198.5% |
| 5Y | +62.4% | +42.7% | +19.8% | +41.1% |
| All | +61.6% | +198.0% | -136.4% | +35.7% |
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 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