+1,586.7%
ALB vs WTW
+1,094.8%
+491.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.7% | -1.2% |
| 7D | -8.6% | -7.1% | -1.5% | -5.6% |
| 30D | -4.0% | -8.5% | +4.5% | -0.2% |
| 3M | -17.4% | +20.6% | -37.9% | -24.7% |
| 6M | -25.4% | +7.2% | -32.6% | -29.0% |
| YTD | -10.5% | -3.9% | -6.7% | -11.4% |
| 1Y | +75.8% | -3.6% | +79.4% | +72.8% |
| 3Y | -28.5% | +60.7% | -89.2% | -46.3% |
| 5Y | -45.1% | +42.2% | -87.3% | -56.2% |
| 10Y | +87.3% | +195.5% | -108.1% | +3.9% |
| All | +1,586.7% | +1,094.8% | +491.9% | +590.8% |
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