+3,105.2%
FICO vs WTW
+1,177.0%
+1,928.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +4.0% | -0.9% | +4.9% | +4.4% |
| 30D | -1.5% | +12.0% | -13.5% | -6.7% |
| 3M | -29.8% | -2.1% | -27.7% | -28.9% |
| 6M | -33.3% | +34.8% | -68.0% | -42.4% |
| YTD | -56.9% | +2.7% | -59.6% | -58.1% |
| 1Y | -59.5% | +5.1% | -64.6% | -61.0% |
| 3Y | -26.9% | +44.4% | -71.3% | -40.1% |
| 5Y | +92.9% | +55.1% | +37.8% | +51.6% |
| 10Y | +539.5% | +216.1% | +323.4% | +265.9% |
| All | +3,105.2% | +1,177.0% | +1,928.2% | +1,247.7% |
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