-80.9%
FIG vs WTW
+3.3%
-84.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -2.3% |
| 7D | -14.5% | -7.1% | -7.3% | -12.8% |
| 30D | -13.3% | -8.5% | -4.8% | -11.4% |
| 3M | +7.4% | +20.6% | -13.1% | +2.6% |
| 6M | -27.8% | +7.2% | -35.0% | -32.5% |
| YTD | -41.1% | -3.9% | -37.2% | -46.3% |
| 1Y | -58.7% | -3.6% | -55.1% | -62.2% |
| All | -80.9% | +3.3% | -84.2% | -79.6% |
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 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