+3,999.7%
FICO vs WTW
+1,174.9%
+2,824.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.1% | -14.5% | -15.7% |
| 7D | -19.2% | -2.6% | -16.6% | -18.0% |
| 30D | -14.6% | -1.0% | -13.6% | -14.1% |
| 3M | -20.1% | +29.9% | -50.0% | -29.9% |
| 6M | -36.3% | +10.7% | -47.0% | -39.7% |
| YTD | -44.9% | +2.6% | -47.4% | -46.3% |
| 1Y | -38.6% | +2.8% | -41.4% | -40.4% |
| 3Y | +4.0% | +67.3% | -63.3% | -21.0% |
| 5Y | +99.5% | +56.6% | +42.9% | +55.7% |
| 10Y | +604.7% | +204.1% | +400.6% | +308.7% |
| All | +3,999.7% | +1,174.9% | +2,824.8% | +1,623.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling