+16.0%
ALC vs WTW
+95.4%
-79.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -6.3% | -5.7% | -0.6% | -4.3% |
| 30D | -10.3% | -7.3% | -3.0% | -7.7% |
| 3M | -0.7% | +21.5% | -22.2% | -8.1% |
| 6M | -17.8% | +9.6% | -27.5% | -21.4% |
| YTD | -15.8% | -3.3% | -12.5% | -16.0% |
| 1Y | -16.7% | -6.1% | -10.6% | -16.0% |
| 3Y | -19.7% | +61.8% | -81.6% | -36.7% |
| 5Y | -19.8% | +42.7% | -62.5% | -33.9% |
| All | +16.0% | +95.4% | -79.4% | -21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling