Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • ALM vs WTW✓SelectedUSD · WTWALM vs WTW performance historyLatest closeAs of+8.82%09/08
Stock and ETF performance explorer

ALM vs WTW

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+8,394.4%
WTW return
+279.8%
Excess return
+8,114.5%
Maximum drawdown
-85.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWTWExcessAlpha
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