+451.1%
AG vs WTW
+355.5%
+95.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.6% | +5.6% | +3.3% |
| 7D | -0.1% | -7.1% | +7.0% | +2.3% |
| 30D | +12.5% | -8.5% | +21.0% | +15.8% |
| 3M | +28.2% | +20.6% | +7.6% | +19.6% |
| 6M | -18.8% | +7.2% | -26.0% | -22.1% |
| YTD | +27.4% | -3.9% | +31.2% | +26.4% |
| 1Y | +132.2% | -3.6% | +135.8% | +129.6% |
| 3Y | +286.9% | +60.7% | +226.2% | +209.5% |
| 5Y | +72.8% | +42.2% | +30.6% | +43.6% |
| 10Y | +74.6% | +195.5% | -120.9% | +2.2% |
| All | +451.1% | +355.5% | +95.6% | +118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling