-49.8%
FND vs WTW
+61.9%
-111.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -5.8% | -5.7% | 0.0% | -4.5% |
| 30D | -20.2% | -7.3% | -13.0% | -18.8% |
| 3M | -12.0% | +21.5% | -33.4% | -15.7% |
| 6M | -18.5% | +9.6% | -28.1% | -20.4% |
| YTD | -22.3% | -3.3% | -19.0% | -21.9% |
| 1Y | -47.6% | -6.1% | -41.5% | -47.1% |
| 3Y | -49.8% | +61.8% | -111.6% | -51.0% |
| All | -49.8% | +61.9% | -111.6% | -51.0% |
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