+81.0%
BAM vs WTW
+41.7%
+39.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.8% | +1.0% |
| 7D | -2.0% | -2.6% | +0.6% | -1.5% |
| 30D | -2.9% | -1.0% | -1.9% | -2.8% |
| 3M | +9.4% | +29.9% | -20.5% | +3.9% |
| 6M | +10.8% | +10.7% | 0.0% | +8.1% |
| YTD | -0.4% | +2.6% | -3.0% | -1.5% |
| 1Y | -10.9% | +2.8% | -13.6% | -12.0% |
| 3Y | +61.3% | +67.3% | -6.0% | +42.5% |
| All | +81.0% | +41.7% | +39.3% | +61.3% |
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