-51.7%
FIG vs WTW
+8.6%
-60.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.0% | +2.3% | +3.9% |
| 7D | -4.7% | +4.9% | -9.5% | -6.6% |
| 30D | +0.5% | +17.1% | -16.6% | -5.8% |
| 3M | -18.4% | -0.3% | -18.1% | -19.0% |
| 6M | +10.9% | +30.7% | -19.8% | -0.7% |
| YTD | -40.8% | +3.7% | -44.5% | -46.5% |
| 1Y | -51.7% | +5.9% | -57.6% | -56.4% |
| All | -51.7% | +8.6% | -60.3% | -56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling