+348.2%
ALLE vs WTW
+243.6%
+104.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.4% |
| 7D | +0.1% | +1.6% | -1.5% | -0.7% |
| 30D | +25.9% | +12.4% | +13.6% | +19.5% |
| 3M | +14.9% | -2.6% | +17.5% | +16.1% |
| 6M | +42.1% | +30.8% | +11.4% | +24.8% |
| YTD | +20.4% | +2.3% | +18.0% | +16.7% |
| 1Y | +14.9% | +4.9% | +10.0% | +9.9% |
| 3Y | +90.1% | +43.9% | +46.2% | +52.1% |
| 5Y | +53.0% | +53.8% | -0.9% | +16.7% |
| 10Y | +208.8% | +212.8% | -4.0% | +60.3% |
| All | +348.2% | +243.6% | +104.6% | +119.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling