+47.7%
FND vs WTW
+170.3%
-122.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -5.8% | -5.7% | 0.0% | -2.3% |
| 30D | -20.2% | -7.3% | -13.0% | -16.4% |
| 3M | -12.0% | +21.5% | -33.4% | -22.8% |
| 6M | -18.5% | +9.6% | -28.1% | -24.6% |
| YTD | -22.3% | -3.3% | -19.0% | -22.6% |
| 1Y | -47.6% | -6.1% | -41.5% | -47.0% |
| 3Y | -49.8% | +61.8% | -111.6% | -67.2% |
| 5Y | -63.0% | +42.7% | -105.6% | -73.6% |
| All | +47.7% | +170.3% | -122.6% | -24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling