+47.1%
FE vs WTW
+60.9%
-13.8%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.1% |
| 7D | -0.2% | -7.1% | +6.9% | +1.1% |
| 30D | -1.2% | -8.5% | +7.4% | +0.4% |
| 3M | +1.7% | +20.6% | -18.9% | -2.0% |
| 6M | -7.5% | +7.2% | -14.7% | -9.0% |
| YTD | +6.3% | -3.9% | +10.2% | +6.5% |
| 1Y | +10.9% | -3.6% | +14.4% | +10.9% |
| All | +47.1% | +60.9% | -13.8% | +33.1% |
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