-19.1%
ALC vs WTW
+61.8%
-80.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.3% | -2.9% |
| 7D | -7.7% | -7.8% | +0.1% | -5.9% |
| 30D | -11.7% | -7.9% | -3.8% | -10.0% |
| 3M | +0.7% | +19.9% | -19.3% | -3.6% |
| 6M | -17.1% | +9.8% | -26.9% | -19.5% |
| YTD | -15.1% | -3.3% | -11.8% | -15.4% |
| 1Y | -14.1% | -3.3% | -10.8% | -14.4% |
| All | -19.1% | +61.8% | -80.9% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling