+3.7%
FICO vs WTW
+65.4%
-61.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +1.2% |
| 7D | -15.4% | -2.7% | -12.7% | -14.4% |
| 30D | -10.4% | -5.6% | -4.7% | -8.3% |
| 3M | -22.7% | +26.5% | -49.2% | -30.4% |
| 6M | -36.8% | +8.1% | -44.9% | -39.6% |
| YTD | -44.8% | -0.3% | -44.5% | -46.1% |
| 1Y | -39.3% | -0.9% | -38.5% | -40.6% |
| 3Y | +3.7% | +66.6% | -62.9% | -9.6% |
| All | +3.7% | +65.4% | -61.6% | -9.6% |
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