+236.1%
ALNY vs WTW
+198.0%
+38.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -6.5% | -5.7% | -0.8% | -4.7% |
| 30D | +11.0% | -7.3% | +18.3% | +13.8% |
| 3M | -14.1% | +21.5% | -35.5% | -21.0% |
| 6M | -22.4% | +9.6% | -32.0% | -26.4% |
| YTD | -37.5% | -3.3% | -34.2% | -38.0% |
| 1Y | -46.9% | -6.1% | -40.8% | -46.9% |
| 3Y | +22.1% | +61.8% | -39.8% | -2.8% |
| 5Y | +31.2% | +42.7% | -11.5% | +8.5% |
| All | +236.1% | +198.0% | +38.1% | +98.7% |
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