+61.5%
ALB vs WTW
+3.0%
+58.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -4.7% |
| 7D | -8.1% | -2.6% | -5.4% | -8.4% |
| 30D | +6.3% | -1.0% | +7.2% | +6.2% |
| 3M | -23.6% | +29.9% | -53.5% | -20.0% |
| 6M | -24.6% | +10.7% | -35.3% | -22.2% |
| YTD | -10.3% | +2.6% | -12.8% | -7.5% |
| 1Y | +61.5% | +2.8% | +58.7% | +68.7% |
| All | +61.5% | +3.0% | +58.5% | +68.7% |
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