+1,440.5%
FANG vs WTW
+322.1%
+1,118.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +2.9% | -5.7% | +8.6% | +5.5% |
| 30D | +2.6% | -7.3% | +9.9% | +5.8% |
| 3M | +7.6% | +21.5% | -13.9% | -2.5% |
| 6M | +17.3% | +9.6% | +7.7% | +10.3% |
| YTD | +38.7% | -3.3% | +42.0% | +37.3% |
| 1Y | +51.6% | -6.1% | +57.8% | +52.0% |
| 3Y | +50.0% | +61.8% | -11.9% | +10.0% |
| 5Y | +237.6% | +42.7% | +194.9% | +160.3% |
| 10Y | +180.7% | +197.2% | -16.6% | +46.3% |
| All | +1,440.5% | +322.1% | +1,118.4% | +606.5% |
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 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