+270.3%
ALLE vs WTW
+244.3%
+26.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +2.0% |
| 7D | -0.2% | -2.6% | +2.4% | +1.0% |
| 30D | -6.8% | -1.0% | -5.8% | -6.5% |
| 3M | +21.0% | +29.9% | -8.9% | +6.8% |
| 6M | +1.1% | +10.7% | -9.6% | -4.7% |
| YTD | -0.5% | +2.6% | -3.1% | -3.6% |
| 1Y | -7.3% | +2.8% | -10.0% | -10.4% |
| 3Y | +42.3% | +67.3% | -25.0% | +4.8% |
| 5Y | +13.5% | +56.6% | -43.2% | -14.4% |
| 10Y | +144.0% | +204.1% | -60.0% | +28.3% |
| All | +270.3% | +244.3% | +26.0% | +81.6% |
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