-36.0%
FDS vs WTW
+61.8%
-97.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.5% | -6.4% | -6.1% |
| 7D | -16.0% | -7.8% | -8.2% | -12.7% |
| 30D | -6.7% | -7.9% | +1.2% | -3.1% |
| 3M | +6.0% | +19.9% | -14.0% | -2.3% |
| 6M | +25.1% | +9.8% | +15.3% | +18.4% |
| YTD | -8.1% | -3.3% | -4.8% | -9.4% |
| 1Y | -26.0% | -3.3% | -22.7% | -27.2% |
| All | -36.0% | +61.8% | -97.8% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling