+46.2%
FND vs WTW
+170.2%
-123.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.8% |
| 7D | -5.1% | -7.8% | +2.7% | -0.2% |
| 30D | -22.5% | -7.9% | -14.6% | -18.5% |
| 3M | -5.0% | +19.9% | -25.0% | -16.1% |
| 6M | -21.5% | +9.8% | -31.3% | -27.5% |
| YTD | -23.0% | -3.3% | -19.7% | -23.4% |
| 1Y | -44.9% | -3.3% | -41.6% | -45.3% |
| 3Y | -50.0% | +61.5% | -111.5% | -67.3% |
| 5Y | -63.3% | +42.6% | -105.9% | -73.8% |
| All | +46.2% | +170.2% | -123.9% | -25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling