+354.2%
FE vs WTW
+1,174.9%
-820.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.6% | 0.0% |
| 7D | +1.9% | -2.6% | +4.6% | +2.7% |
| 30D | -1.2% | -1.0% | -0.2% | -0.9% |
| 3M | +3.5% | +29.9% | -26.4% | -4.3% |
| 6M | -6.1% | +10.7% | -16.8% | -9.4% |
| YTD | +7.6% | +2.6% | +5.0% | +5.4% |
| 1Y | +11.9% | +2.8% | +9.2% | +9.5% |
| 3Y | +48.4% | +67.3% | -18.8% | +24.7% |
| 5Y | +44.8% | +56.6% | -11.8% | +22.6% |
| 10Y | +115.9% | +204.1% | -88.2% | +49.3% |
| All | +354.2% | +1,174.9% | -820.7% | +131.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling