+2,589.2%
ALM vs WTW
+198.0%
+2,391.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.1% | -6.6% | -6.5% |
| 7D | -11.8% | -5.7% | -6.1% | -11.1% |
| 30D | +7.8% | -7.3% | +15.0% | +8.9% |
| 3M | -9.3% | +21.5% | -30.7% | -12.2% |
| 6M | -30.5% | +9.6% | -40.1% | -31.8% |
| YTD | +75.8% | -3.3% | +79.1% | +76.3% |
| 1Y | +241.2% | -6.1% | +247.3% | +244.3% |
| 3Y | +1,872.6% | +61.8% | +1,810.8% | +1,728.5% |
| 5Y | +849.6% | +42.7% | +806.9% | +789.5% |
| All | +2,589.2% | +198.0% | +2,391.2% | +2,415.5% |
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