+3,082.8%
FICO vs WTW
+1,149.6%
+1,933.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.5% |
| 3M | -30.5% | -4.8% | -25.7% | -28.7% |
| 6M | -35.7% | +28.5% | -64.2% | -43.3% |
| YTD | -57.2% | +0.5% | -57.7% | -57.9% |
| 1Y | -58.4% | +1.6% | -60.0% | -59.3% |
| 3Y | -24.8% | +42.5% | -67.4% | -38.0% |
| 5Y | +79.3% | +49.8% | +29.5% | +43.2% |
| 10Y | +531.6% | +218.4% | +313.3% | +260.6% |
| All | +3,082.8% | +1,149.6% | +1,933.2% | +1,252.1% |
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