+246.7%
FFIV vs WTW
+198.0%
+48.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.3% | +3.3% |
| 7D | +5.4% | -5.7% | +11.2% | +7.6% |
| 30D | -2.7% | -7.3% | +4.6% | -0.2% |
| 3M | +4.5% | +21.5% | -16.9% | -3.8% |
| 6M | +42.2% | +9.6% | +32.6% | +35.4% |
| YTD | +61.3% | -3.3% | +64.6% | +60.3% |
| 1Y | +23.0% | -6.1% | +29.2% | +23.9% |
| 3Y | +156.3% | +61.8% | +94.4% | +102.5% |
| 5Y | +102.9% | +42.7% | +60.2% | +67.4% |
| All | +246.7% | +198.0% | +48.6% | +115.6% |
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