+123.4%
ALLY vs WTW
+257.9%
-134.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.5% | +1.6% |
| 7D | +3.7% | -2.6% | +6.3% | +5.3% |
| 30D | -2.3% | -1.0% | -1.3% | -1.9% |
| 3M | +3.8% | +29.9% | -26.1% | -12.0% |
| 6M | +9.7% | +10.7% | -1.0% | +1.3% |
| YTD | -1.4% | +2.6% | -4.0% | -5.5% |
| 1Y | +8.2% | +2.8% | +5.5% | +3.4% |
| 3Y | +66.5% | +67.3% | -0.8% | +12.0% |
| 5Y | +1.2% | +56.6% | -55.4% | -29.4% |
| 10Y | +191.4% | +204.1% | -12.6% | +37.8% |
| All | +123.4% | +257.9% | -134.4% | -2.2% |
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