+110.5%
FE vs WTW
+197.9%
-87.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.1% |
| 7D | -1.7% | -7.8% | +6.1% | +0.9% |
| 30D | -1.3% | -7.9% | +6.6% | +1.3% |
| 3M | +0.6% | +19.9% | -19.3% | -5.8% |
| 6M | -6.8% | +9.8% | -16.7% | -10.5% |
| YTD | +6.4% | -3.3% | +9.8% | +6.1% |
| 1Y | +11.3% | -3.3% | +14.6% | +10.7% |
| 3Y | +47.1% | +61.5% | -14.5% | +19.1% |
| 5Y | +50.4% | +42.6% | +7.8% | +25.6% |
| All | +110.5% | +197.9% | -87.3% | +46.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling