+93.5%
AMCR vs WTW
+335.5%
-242.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | -6.3% | -5.7% | -0.6% | -4.7% |
| 30D | -7.8% | -7.3% | -0.5% | -5.9% |
| 3M | +7.5% | +21.5% | -13.9% | +1.6% |
| 6M | +2.7% | +9.6% | -6.9% | -0.6% |
| YTD | +6.0% | -3.3% | +9.3% | +6.0% |
| 1Y | +7.8% | -6.1% | +13.9% | +8.6% |
| 3Y | +5.8% | +61.8% | -56.1% | -10.1% |
| 5Y | -11.6% | +42.7% | -54.3% | -22.8% |
| 10Y | +14.6% | +197.2% | -182.6% | -8.2% |
| All | +93.5% | +335.5% | -242.0% | +48.8% |
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