+3,601.2%
FIX vs WTW
+212.3%
+3,388.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.3% |
| 7D | +16.9% | -2.3% | +19.2% | +17.9% |
| 30D | -30.6% | +10.7% | -41.3% | -33.8% |
| 3M | -35.1% | -3.1% | -32.0% | -35.0% |
| 6M | -44.0% | +31.7% | -75.7% | -51.4% |
| YTD | +21.0% | +1.1% | +20.0% | +16.0% |
| 1Y | +16.2% | +4.1% | +12.1% | +9.4% |
| 3Y | +506.9% | +42.1% | +464.8% | +364.8% |
| 5Y | +1,051.1% | +52.2% | +998.8% | +724.8% |
| All | +3,601.2% | +212.3% | +3,388.9% | +1,719.1% |
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