+182.3%
ALLY vs WTW
+197.9%
-15.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | -3.3% | -7.8% | +4.5% | +1.5% |
| 30D | -4.1% | -7.9% | +3.8% | +0.5% |
| 3M | +1.4% | +19.9% | -18.6% | -10.2% |
| 6M | +14.4% | +9.8% | +4.6% | +5.7% |
| YTD | -4.9% | -3.3% | -1.6% | -5.6% |
| 1Y | +5.5% | -3.3% | +8.8% | +4.5% |
| 3Y | +66.0% | +61.5% | +4.5% | +11.4% |
| 5Y | -2.4% | +42.6% | -44.9% | -29.1% |
| All | +182.3% | +197.9% | -15.5% | +36.9% |
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 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