+215.3%
ALLE vs WTW
+218.5%
-3.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.1% |
| 7D | +3.6% | +2.0% | +1.6% | +2.6% |
| 30D | +25.9% | +12.9% | +13.0% | +19.2% |
| 3M | +15.8% | +0.7% | +15.0% | +15.2% |
| 6M | +48.1% | +39.5% | +8.6% | +26.4% |
| YTD | +22.0% | +3.1% | +18.9% | +17.9% |
| 1Y | +18.0% | +4.8% | +13.3% | +13.2% |
| 3Y | +93.1% | +42.9% | +50.1% | +54.7% |
| 5Y | +52.1% | +55.3% | -3.2% | +14.9% |
| All | +215.3% | +218.5% | -3.3% | +68.4% |
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