+56.2%
AG vs WTW
+42.0%
+14.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -6.7% | -5.7% | -1.0% | -5.8% |
| 30D | +2.2% | -7.3% | +9.4% | +3.4% |
| 3M | +15.7% | +21.5% | -5.8% | +11.7% |
| 6M | -23.8% | +9.6% | -33.4% | -25.2% |
| YTD | +17.6% | -3.3% | +20.9% | +19.4% |
| 1Y | +88.6% | -6.1% | +94.8% | +92.7% |
| 3Y | +253.4% | +61.8% | +191.6% | +181.5% |
| All | +56.2% | +42.0% | +14.2% | +26.1% |
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