+167.2%
ALLY vs WTW
+218.5%
-51.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -0.4% |
| 7D | +0.4% | +2.0% | -1.6% | -0.8% |
| 30D | +5.2% | +12.9% | -7.6% | -2.3% |
| 3M | -13.3% | +0.7% | -14.0% | -14.1% |
| 6M | -6.7% | +39.5% | -46.1% | -24.9% |
| YTD | -12.8% | +3.1% | -15.9% | -16.9% |
| 1Y | +0.7% | +4.8% | -4.1% | -5.2% |
| 3Y | +65.2% | +42.9% | +22.3% | +22.5% |
| 5Y | -10.1% | +55.3% | -65.4% | -38.1% |
| All | +167.2% | +218.5% | -51.3% | +27.5% |
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 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