-82.0%
FIVN vs WTW
+42.0%
-124.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | -7.8% | -5.7% | -2.1% | -4.9% |
| 30D | -1.7% | -7.3% | +5.5% | +2.1% |
| 3M | +47.2% | +21.5% | +25.7% | +33.7% |
| 6M | +82.7% | +9.6% | +73.1% | +73.2% |
| YTD | +52.9% | -3.3% | +56.2% | +53.5% |
| 1Y | +17.5% | -6.1% | +23.6% | +19.4% |
| 3Y | -55.8% | +61.8% | -117.7% | -69.5% |
| All | -82.0% | +42.0% | -124.0% | -87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling