+665.4%
FICO vs WTW
+189.9%
+475.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.6% | +8.9% | +7.4% |
| 7D | -10.6% | -7.1% | -3.5% | -6.6% |
| 30D | -6.3% | -8.5% | +2.2% | -1.4% |
| 3M | -19.7% | +20.6% | -40.3% | -29.0% |
| 6M | -31.8% | +7.2% | -39.0% | -35.4% |
| YTD | -41.8% | -3.9% | -38.0% | -41.9% |
| 1Y | -36.4% | -3.6% | -32.8% | -36.7% |
| 3Y | +9.3% | +60.7% | -51.4% | -23.0% |
| 5Y | +113.0% | +42.2% | +70.8% | +60.0% |
| 10Y | +665.4% | +195.5% | +470.0% | +284.5% |
| All | +665.4% | +189.9% | +475.6% | +284.5% |
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