-16.1%
ALC vs WTW
-3.2%
-12.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.3% | -2.8% |
| 7D | -7.7% | -7.8% | +0.1% | -6.3% |
| 30D | -11.7% | -7.9% | -3.8% | -10.4% |
| 3M | +0.7% | +19.9% | -19.3% | -2.0% |
| 6M | -17.1% | +9.8% | -26.9% | -19.3% |
| YTD | -15.1% | -3.3% | -11.8% | -16.5% |
| All | -16.1% | -3.2% | -12.8% | -16.9% |
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