-24.8%
FICO vs WTW
+44.8%
-69.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.0% |
| 7D | -0.1% | +0.5% | -0.5% | -0.4% |
| 30D | +8.4% | +10.4% | -2.0% | +3.6% |
| 3M | -30.5% | -4.8% | -25.7% | -29.3% |
| 6M | -35.7% | +28.5% | -64.2% | -43.4% |
| YTD | -57.2% | +0.5% | -57.7% | -58.6% |
| 1Y | -58.4% | +1.6% | -60.0% | -60.0% |
| 3Y | -24.8% | +42.5% | -67.4% | -37.6% |
| All | -24.8% | +44.8% | -69.6% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling