-56.4%
FICO vs WTW
+8.6%
-65.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.0% | -6.2% | -4.6% |
| 7D | +0.4% | +4.9% | -4.5% | -1.9% |
| 30D | +1.7% | +17.1% | -15.4% | -5.4% |
| 3M | -33.0% | -0.3% | -32.7% | -33.7% |
| 6M | -33.9% | +30.7% | -64.5% | -42.7% |
| YTD | -58.5% | +3.7% | -62.3% | -61.0% |
| 1Y | -56.4% | +5.9% | -62.2% | -59.7% |
| All | -56.4% | +8.6% | -65.0% | -59.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling