+6,182.4%
FIX vs WTW
+197.9%
+5,984.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | +0.7% | -7.8% | +8.5% | +3.9% |
| 30D | -5.7% | -7.9% | +2.2% | -2.9% |
| 3M | -7.4% | +19.9% | -27.4% | -15.5% |
| 6M | +15.1% | +9.8% | +5.3% | +7.8% |
| YTD | +70.7% | -3.3% | +74.0% | +67.7% |
| 1Y | +111.9% | -3.3% | +115.2% | +106.9% |
| 3Y | +759.5% | +61.5% | +698.0% | +507.7% |
| 5Y | +2,164.4% | +42.6% | +2,121.8% | +1,590.6% |
| All | +6,182.4% | +197.9% | +5,984.5% | +3,248.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling