+348.4%
FIS vs WTW
+1,075.0%
-726.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.8% | -3.1% | -4.8% |
| 7D | -3.5% | -2.7% | -0.7% | -2.3% |
| 30D | -7.8% | -5.6% | -2.2% | -5.6% |
| 3M | +0.8% | +26.5% | -25.7% | -8.4% |
| 6M | -21.9% | +8.1% | -30.0% | -24.7% |
| YTD | -39.5% | -0.3% | -39.2% | -40.1% |
| 1Y | -41.0% | -0.9% | -40.1% | -41.5% |
| 3Y | -23.6% | +66.6% | -90.2% | -39.7% |
| 5Y | -65.6% | +54.0% | -119.6% | -72.1% |
| 10Y | -40.2% | +198.1% | -238.3% | -62.6% |
| All | +348.4% | +1,075.0% | -726.6% | +138.2% |
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 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