-36.4%
FICO vs WTW
-4.1%
-32.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.6% | +8.9% | +6.6% |
| 7D | -10.6% | -7.1% | -3.5% | -8.0% |
| 30D | -6.3% | -8.5% | +2.2% | -3.2% |
| 3M | -19.7% | +20.6% | -40.3% | -27.2% |
| 6M | -31.8% | +7.2% | -39.0% | -35.5% |
| YTD | -41.8% | -3.9% | -38.0% | -43.4% |
| 1Y | -36.4% | -3.6% | -32.8% | -35.6% |
| All | -36.4% | -4.1% | -32.3% | -35.6% |
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 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