+63.9%
ALLY vs WTW
+41.9%
+22.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | -2.1% | -2.3% | +0.2% | -1.5% |
| 30D | +2.0% | +10.7% | -8.7% | -0.7% |
| 3M | -13.3% | -3.1% | -10.3% | -12.8% |
| 6M | -9.9% | +31.7% | -41.5% | -16.7% |
| YTD | -13.5% | +1.1% | -14.6% | -14.1% |
| 1Y | -2.8% | +4.1% | -6.9% | -4.5% |
| All | +63.9% | +41.9% | +22.0% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling