+843.1%
ALM vs WTW
+42.0%
+801.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.1% | -6.6% | -6.5% |
| 7D | -11.8% | -5.7% | -6.1% | -11.0% |
| 30D | +7.8% | -7.3% | +15.0% | +9.1% |
| 3M | -9.3% | +21.5% | -30.7% | -12.7% |
| 6M | -30.5% | +9.6% | -40.1% | -31.9% |
| YTD | +75.8% | -3.3% | +79.1% | +78.2% |
| 1Y | +241.2% | -6.1% | +247.3% | +249.4% |
| 3Y | +1,872.6% | +61.8% | +1,810.8% | +1,689.5% |
| All | +843.1% | +42.0% | +801.1% | +771.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling