-28.6%
FDS vs WTW
-3.2%
-25.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -14.0% | -5.7% | -8.3% | -11.1% |
| 30D | -6.2% | -7.3% | +1.0% | -2.3% |
| 3M | +10.2% | +21.5% | -11.3% | -0.6% |
| 6M | +27.4% | +9.6% | +17.8% | +17.7% |
| YTD | -9.3% | -3.3% | -6.0% | -12.6% |
| 1Y | -28.6% | -6.1% | -22.5% | -31.8% |
| All | -28.6% | -3.2% | -25.5% | -31.8% |
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