+70.7%
BAM vs WTW
+32.8%
+37.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.2% | -1.6% |
| 7D | -3.9% | -7.1% | +3.2% | -2.5% |
| 30D | -8.8% | -8.5% | -0.3% | -7.2% |
| 3M | +2.2% | +20.6% | -18.4% | -1.5% |
| 6M | +5.9% | +7.2% | -1.3% | +4.0% |
| YTD | -6.1% | -3.9% | -2.2% | -5.9% |
| 1Y | -11.6% | -3.6% | -8.0% | -11.6% |
| 3Y | +51.7% | +60.7% | -9.0% | +34.8% |
| All | +70.7% | +32.8% | +37.9% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling