+34,871.9%
FIX vs WTW
+1,172.0%
+33,699.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -1.4% |
| 7D | -13.9% | +1.6% | -15.5% | -14.7% |
| 30D | -35.5% | +12.4% | -47.9% | -38.9% |
| 3M | -33.9% | -2.6% | -31.3% | -34.0% |
| 6M | -43.3% | +30.8% | -74.1% | -50.6% |
| YTD | +18.7% | +2.3% | +16.3% | +12.3% |
| 1Y | +13.8% | +4.9% | +8.9% | +6.4% |
| 3Y | +495.0% | +43.9% | +451.1% | +373.1% |
| 5Y | +1,049.0% | +53.8% | +995.2% | +775.4% |
| 10Y | +3,644.4% | +212.8% | +3,431.6% | +1,985.8% |
| All | +34,871.9% | +1,172.0% | +33,699.9% | +13,165.9% |
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