-38.6%
FICO vs WTW
+3.0%
-41.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.1% | -14.5% | -15.8% |
| 7D | -19.2% | -2.6% | -16.6% | -18.2% |
| 30D | -14.6% | -1.0% | -13.6% | -14.2% |
| 3M | -20.1% | +29.9% | -50.0% | -29.6% |
| 6M | -36.3% | +10.7% | -47.0% | -40.7% |
| YTD | -44.9% | +2.6% | -47.4% | -47.5% |
| 1Y | -38.6% | +2.8% | -41.4% | -39.4% |
| All | -38.6% | +3.0% | -41.6% | -39.4% |
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