+790.7%
FIX vs WTW
+65.4%
+725.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.8% | +5.2% | +2.0% |
| 7D | +6.1% | -2.7% | +8.8% | +5.7% |
| 30D | -2.7% | -5.6% | +3.0% | -3.2% |
| 3M | -10.9% | +26.5% | -37.4% | -8.3% |
| 6M | +29.0% | +8.1% | +20.9% | +33.5% |
| YTD | +76.9% | -0.3% | +77.2% | +84.2% |
| 1Y | +130.7% | -0.9% | +131.6% | +140.0% |
| 3Y | +790.7% | +66.6% | +724.0% | +726.7% |
| All | +790.7% | +65.4% | +725.3% | +726.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling