+21.4%
ALC vs WTW
+101.4%
-80.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.9% | -0.9% |
| 7D | -3.7% | -2.7% | -0.9% | -2.6% |
| 30D | -3.7% | -5.6% | +1.9% | -1.7% |
| 3M | +4.6% | +26.5% | -21.9% | -4.7% |
| 6M | -14.6% | +8.1% | -22.7% | -17.8% |
| YTD | -11.9% | -0.3% | -11.6% | -13.0% |
| 1Y | -13.1% | -0.9% | -12.3% | -14.3% |
| 3Y | -15.0% | +66.6% | -81.6% | -33.7% |
| 5Y | -16.2% | +54.0% | -70.2% | -33.0% |
| All | +21.4% | +101.4% | -80.0% | -18.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling