+25.0%
ALAB vs WTW
-3.2%
+28.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -6.2% | -5.7% | -0.5% | -9.6% |
| 30D | -8.7% | -7.3% | -1.4% | -12.6% |
| 3M | -20.7% | +21.5% | -42.2% | -6.6% |
| 6M | +133.5% | +9.6% | +123.9% | +172.2% |
| YTD | +75.1% | -3.3% | +78.3% | +87.6% |
| 1Y | +25.0% | -6.1% | +31.2% | +25.7% |
| All | +25.0% | -3.2% | +28.2% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling