+131.2%
FITB vs WTW
+61.9%
+69.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -0.3% | -5.7% | +5.4% | +1.1% |
| 30D | -5.7% | -7.3% | +1.6% | -4.0% |
| 3M | +3.2% | +21.5% | -18.3% | -2.1% |
| 6M | +23.4% | +9.6% | +13.8% | +19.7% |
| YTD | +18.8% | -3.3% | +22.1% | +19.0% |
| 1Y | +25.0% | -6.1% | +31.1% | +26.4% |
| 3Y | +131.2% | +61.8% | +69.4% | +105.2% |
| All | +131.2% | +61.9% | +69.3% | +105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling