+91.3%
FITB vs WTW
+1,094.8%
-1,003.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | +1.7% |
| 7D | -0.4% | -7.1% | +6.7% | +4.2% |
| 30D | -5.1% | -8.5% | +3.4% | +0.1% |
| 3M | +3.5% | +20.6% | -17.0% | -9.1% |
| 6M | +17.2% | +7.2% | +10.0% | +9.6% |
| YTD | +17.6% | -3.9% | +21.5% | +16.6% |
| 1Y | +23.4% | -3.6% | +27.0% | +21.7% |
| 3Y | +129.7% | +60.7% | +69.1% | +57.0% |
| 5Y | +68.4% | +42.2% | +26.3% | +23.7% |
| 10Y | +285.6% | +195.5% | +90.2% | +72.4% |
| All | +91.3% | +1,094.8% | -1,003.5% | -49.4% |
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