+15.2%
ALLE vs WTW
+54.0%
-38.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.3% |
| 7D | +2.8% | -2.7% | +5.5% | +3.8% |
| 30D | -7.6% | -5.6% | -2.0% | -5.7% |
| 3M | +22.8% | +26.5% | -3.7% | +12.1% |
| 6M | +4.6% | +8.1% | -3.5% | +0.8% |
| YTD | -1.2% | -0.3% | -0.9% | -2.1% |
| 1Y | -9.1% | -0.9% | -8.3% | -9.9% |
| 3Y | +50.0% | +66.6% | -16.6% | +10.2% |
| 5Y | +15.2% | +54.0% | -38.7% | -14.5% |
| All | +15.2% | +54.0% | -38.8% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling