+96.0%
ALLY vs WTW
+252.7%
-156.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | +0.2% |
| 7D | -2.1% | -2.3% | +0.2% | -0.9% |
| 30D | +2.0% | +10.7% | -8.7% | -4.0% |
| 3M | -13.3% | -3.1% | -10.3% | -12.1% |
| 6M | -9.9% | +31.7% | -41.5% | -24.5% |
| YTD | -13.5% | +1.1% | -14.6% | -16.6% |
| 1Y | -2.8% | +4.1% | -6.9% | -8.1% |
| 3Y | +63.4% | +42.1% | +21.3% | +23.2% |
| 5Y | -10.9% | +52.2% | -63.1% | -36.6% |
| 10Y | +174.7% | +210.9% | -36.2% | +28.5% |
| All | +96.0% | +252.7% | -156.7% | -13.7% |
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 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