+50,822.5%
FIX vs WTW
+1,174.9%
+49,647.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.8% |
| 7D | +6.0% | -2.6% | +8.7% | +7.1% |
| 30D | -7.2% | -1.0% | -6.3% | -7.2% |
| 3M | -15.9% | +29.9% | -45.8% | -25.5% |
| 6M | +12.7% | +10.7% | +2.0% | +5.3% |
| YTD | +72.8% | +2.6% | +70.2% | +64.8% |
| 1Y | +122.9% | +2.8% | +120.1% | +111.4% |
| 3Y | +774.3% | +67.3% | +707.0% | +552.4% |
| 5Y | +2,049.5% | +56.6% | +1,992.8% | +1,537.3% |
| 10Y | +5,821.5% | +204.1% | +5,617.4% | +3,259.3% |
| All | +50,822.5% | +1,174.9% | +49,647.6% | +19,373.9% |
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