+48.3%
BAM vs WTW
+60.9%
-12.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.2% | -1.7% |
| 7D | -3.9% | -7.1% | +3.2% | -2.6% |
| 30D | -8.8% | -8.5% | -0.3% | -7.4% |
| 3M | +2.2% | +20.6% | -18.4% | -1.1% |
| 6M | +5.9% | +7.2% | -1.3% | +4.2% |
| YTD | -6.1% | -3.9% | -2.2% | -5.8% |
| 1Y | -11.6% | -3.6% | -8.0% | -11.5% |
| All | +48.3% | +60.9% | -12.6% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling