+96.2%
AGG vs WTW
+540.3%
-444.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -1.1% | -5.7% | +4.7% | -1.0% |
| 30D | -1.1% | -7.3% | +6.1% | -1.1% |
| 3M | -1.9% | +21.5% | -23.4% | -2.1% |
| 6M | -1.7% | +9.6% | -11.3% | -1.8% |
| YTD | -1.3% | -3.3% | +2.0% | -1.3% |
| 1Y | -0.7% | -6.1% | +5.4% | -0.7% |
| 3Y | +12.5% | +61.8% | -49.4% | +12.0% |
| 5Y | -2.5% | +42.7% | -45.2% | -2.9% |
| 10Y | +14.2% | +197.2% | -183.0% | +13.5% |
| All | +96.2% | +540.3% | -444.1% | +94.4% |
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