+12.5%
FN vs WTW
+3.0%
+9.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.3% | +1.7% |
| 7D | -1.7% | -2.6% | +0.9% | -3.4% |
| 30D | -22.0% | -1.0% | -21.0% | -22.1% |
| 3M | -43.0% | +29.9% | -72.9% | -30.6% |
| 6M | -27.7% | +10.7% | -38.5% | -17.2% |
| YTD | -10.5% | +2.6% | -13.1% | +1.7% |
| 1Y | +12.5% | +2.8% | +9.7% | +23.2% |
| All | +12.5% | +3.0% | +9.5% | +23.2% |
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