+34.0%
FANG vs WTW
+5.5%
+28.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -13.0% | +4.9% | -17.9% | -12.8% |
| 30D | -2.9% | +15.3% | -18.2% | -2.4% |
| 3M | -3.0% | -0.1% | -2.9% | -3.2% |
| 6M | -11.9% | +30.6% | -42.5% | -10.7% |
| YTD | +21.5% | +3.5% | +18.0% | +25.0% |
| 1Y | +34.0% | +5.5% | +28.4% | +39.8% |
| All | +34.0% | +5.5% | +28.4% | +39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling