+128.1%
FIX vs WTW
-4.1%
+132.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.5% | -3.8% |
| 7D | +3.5% | -7.1% | +10.6% | -0.2% |
| 30D | -3.5% | -8.5% | +5.0% | -7.3% |
| 3M | -11.8% | +20.6% | -32.3% | -1.0% |
| 6M | +17.8% | +7.2% | +10.6% | +28.1% |
| YTD | +73.3% | -3.9% | +77.2% | +82.1% |
| 1Y | +128.1% | -3.6% | +131.7% | +136.3% |
| All | +128.1% | -4.1% | +132.2% | +136.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling