+46.0%
FE vs WTW
+55.3%
-9.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.6% |
| 7D | +1.2% | +2.0% | -0.7% | +0.7% |
| 30D | +4.5% | +12.9% | -8.3% | +1.5% |
| 3M | +1.3% | +0.7% | +0.6% | +1.0% |
| 6M | +8.7% | +39.5% | -30.8% | -0.3% |
| YTD | +9.2% | +3.1% | +6.1% | +7.4% |
| 1Y | +7.0% | +4.8% | +2.2% | +4.7% |
| 3Y | +51.4% | +42.9% | +8.4% | +33.8% |
| All | +46.0% | +55.3% | -9.3% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling