+8,394.4%
ALM vs WTW
+279.8%
+8,114.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.8% | +11.6% | +8.9% |
| 7D | +8.4% | -2.7% | +11.2% | +8.5% |
| 30D | +34.8% | -5.6% | +40.5% | +35.2% |
| 3M | +16.2% | +26.5% | -10.3% | +14.7% |
| 6M | +2.1% | +8.1% | -6.0% | +1.8% |
| YTD | +117.0% | -0.3% | +117.3% | +117.7% |
| 1Y | +313.9% | -0.9% | +314.7% | +315.5% |
| 3Y | +2,327.9% | +66.6% | +2,261.3% | +2,300.2% |
| 5Y | +1,040.6% | +54.0% | +986.7% | +1,029.2% |
| 10Y | +3,219.4% | +198.1% | +3,021.3% | +3,802.1% |
| All | +8,394.4% | +279.8% | +8,114.5% | +35,232.3% |
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