-20.4%
FND vs WTW
+4.3%
-24.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.1% |
| 7D | -0.8% | -7.1% | +6.3% | +0.5% |
| 30D | -19.6% | -8.5% | -11.0% | -18.4% |
| 3M | -4.3% | +20.6% | -24.9% | -6.3% |
| 6M | -20.4% | +7.2% | -27.7% | -21.3% |
| All | -20.4% | +4.3% | -24.7% | -21.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling