+155.3%
ALLE vs WTW
+189.9%
-34.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -1.2% |
| 7D | -2.2% | -7.1% | +5.0% | +1.1% |
| 30D | -8.3% | -8.5% | +0.2% | -4.7% |
| 3M | +16.3% | +20.6% | -4.3% | +6.2% |
| 6M | +1.8% | +7.2% | -5.4% | -2.6% |
| YTD | -3.9% | -3.9% | -0.1% | -4.1% |
| 1Y | -10.0% | -3.6% | -6.4% | -10.5% |
| 3Y | +45.8% | +60.7% | -14.8% | +8.8% |
| 5Y | +13.3% | +42.2% | -28.9% | -10.9% |
| 10Y | +155.3% | +195.5% | -40.2% | +39.7% |
| All | +155.3% | +189.9% | -34.6% | +39.7% |
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