+384.5%
ALAB vs WTW
+18.5%
+366.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.6% | +7.6% | +2.6% |
| 7D | +9.6% | -7.1% | +16.7% | +6.5% |
| 30D | -5.3% | -8.5% | +3.3% | -8.3% |
| 3M | -12.0% | +20.6% | -32.6% | -3.4% |
| 6M | +145.7% | +7.2% | +138.5% | +168.1% |
| YTD | +80.7% | -3.9% | +84.5% | +92.5% |
| 1Y | +40.1% | -3.6% | +43.7% | +49.2% |
| All | +384.5% | +18.5% | +366.0% | +507.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling