+210.5%
ALLE vs WTW
+215.9%
-5.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | -0.8% | -0.9% | +0.1% | -0.4% |
| 30D | +27.4% | +12.0% | +15.4% | +21.1% |
| 3M | +13.8% | -2.1% | +15.9% | +14.7% |
| 6M | +45.5% | +34.8% | +10.7% | +26.1% |
| YTD | +21.4% | +2.7% | +18.6% | +17.6% |
| 1Y | +15.4% | +5.1% | +10.3% | +10.4% |
| 3Y | +91.7% | +44.4% | +47.3% | +52.7% |
| 5Y | +54.5% | +55.1% | -0.6% | +16.8% |
| 10Y | +210.5% | +216.1% | -5.5% | +66.1% |
| All | +210.5% | +215.9% | -5.3% | +66.1% |
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 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