+102.4%
FN vs WTW
+44.3%
+58.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.3% | +13.9% | +10.5% |
| 7D | 0.0% | +1.4% | -1.4% | +0.8% |
| 30D | -34.3% | +13.1% | -47.4% | -29.9% |
| 3M | -39.9% | -3.0% | -36.9% | -39.9% |
| 6M | -51.8% | +31.2% | -83.0% | -44.3% |
| YTD | -28.1% | +1.1% | -29.3% | -21.9% |
| 1Y | -29.1% | +3.4% | -32.5% | -22.6% |
| 3Y | +102.4% | +44.7% | +57.7% | +188.8% |
| All | +102.4% | +44.3% | +58.1% | +188.8% |
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