+69.1%
BAM vs WTW
+33.6%
+35.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -6.6% | -5.7% | -0.9% | -5.5% |
| 30D | -12.4% | -7.3% | -5.2% | -11.2% |
| 3M | +2.4% | +21.5% | -19.1% | -1.5% |
| 6M | +7.9% | +9.6% | -1.7% | +5.5% |
| YTD | -7.0% | -3.3% | -3.7% | -6.9% |
| 1Y | -13.4% | -6.1% | -7.3% | -12.6% |
| 3Y | +46.9% | +61.8% | -15.0% | +30.4% |
| All | +69.1% | +33.6% | +35.4% | +52.5% |
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