-40.6%
FIS vs WTW
+198.0%
-238.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -7.9% | -5.7% | -2.2% | -5.0% |
| 30D | -8.0% | -7.3% | -0.7% | -4.4% |
| 3M | +0.6% | +21.5% | -20.9% | -9.1% |
| 6M | -22.2% | +9.6% | -31.8% | -26.3% |
| YTD | -40.8% | -3.3% | -37.5% | -40.7% |
| 1Y | -41.5% | -6.1% | -35.4% | -40.6% |
| 3Y | -25.5% | +61.8% | -87.3% | -45.2% |
| 5Y | -64.8% | +42.7% | -107.4% | -72.5% |
| All | -40.6% | +198.0% | -238.6% | -66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling