+2,010.2%
ALM vs WTW
+61.8%
+1,948.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.5% | -10.1% | -9.7% |
| 7D | -7.1% | -7.8% | +0.7% | -6.0% |
| 30D | +24.7% | -7.9% | +32.6% | +26.2% |
| 3M | +8.3% | +19.9% | -11.6% | +4.4% |
| 6M | -22.2% | +9.8% | -32.0% | -23.5% |
| YTD | +88.1% | -3.3% | +91.4% | +94.1% |
| 1Y | +272.4% | -3.3% | +275.7% | +284.9% |
| All | +2,010.2% | +61.8% | +1,948.4% | +1,660.9% |
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