+35,110.0%
FIX vs WTW
+1,181.4%
+33,928.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.2% |
| 7D | +9.4% | +2.0% | +7.5% | +8.6% |
| 30D | -27.8% | +12.9% | -40.7% | -31.7% |
| 3M | -35.6% | +0.7% | -36.3% | -36.5% |
| 6M | -45.2% | +39.5% | -84.7% | -53.5% |
| YTD | +19.5% | +3.1% | +16.4% | +12.7% |
| 1Y | +24.2% | +4.8% | +19.5% | +16.3% |
| 3Y | +494.2% | +42.9% | +451.2% | +374.1% |
| 5Y | +1,036.1% | +55.3% | +980.9% | +762.3% |
| 10Y | +3,599.0% | +217.2% | +3,381.9% | +1,949.1% |
| All | +35,110.0% | +1,181.4% | +33,928.5% | +13,216.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling