-46.3%
ALB vs WTW
+42.3%
-88.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.6% | -3.2% |
| 7D | -7.6% | -7.8% | +0.2% | -5.2% |
| 30D | -5.6% | -7.9% | +2.3% | -3.1% |
| 3M | -16.8% | +19.9% | -36.8% | -22.1% |
| 6M | -26.3% | +9.8% | -36.1% | -29.2% |
| YTD | -13.2% | -3.3% | -9.9% | -12.8% |
| 1Y | +68.8% | -3.3% | +72.1% | +68.6% |
| 3Y | -30.7% | +61.5% | -92.2% | -51.8% |
| 5Y | -46.3% | +42.6% | -88.9% | -62.3% |
| All | -46.3% | +42.3% | -88.6% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling