+53.0%
ALLE vs WTW
+52.0%
+1.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.2% |
| 7D | +0.1% | +1.6% | -1.5% | -0.6% |
| 30D | +25.9% | +12.4% | +13.6% | +20.5% |
| 3M | +14.9% | -2.6% | +17.5% | +15.8% |
| 6M | +42.1% | +30.8% | +11.4% | +27.5% |
| YTD | +20.4% | +2.3% | +18.0% | +18.0% |
| 1Y | +14.9% | +4.9% | +10.0% | +11.2% |
| 3Y | +90.1% | +43.9% | +46.2% | +51.7% |
| 5Y | +53.0% | +53.8% | -0.9% | +12.0% |
| All | +53.0% | +52.0% | +1.0% | +12.0% |
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