+22.6%
FITB vs WTW
+3.0%
+19.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | +0.2% |
| 7D | +0.6% | -2.6% | +3.2% | +1.0% |
| 30D | -4.7% | -1.0% | -3.8% | -4.6% |
| 3M | +6.7% | +29.9% | -23.2% | +1.4% |
| 6M | +12.6% | +10.7% | +1.9% | +10.1% |
| YTD | +19.1% | +2.6% | +16.5% | +18.2% |
| 1Y | +22.6% | +2.8% | +19.9% | +23.6% |
| All | +22.6% | +3.0% | +19.6% | +23.6% |
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 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