+8.1%
FPS vs WTW
-0.7%
+8.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +1.7% |
| 7D | +3.1% | -2.6% | +5.7% | +2.1% |
| 30D | -18.6% | -1.0% | -17.6% | -18.7% |
| 3M | -51.5% | +29.9% | -81.4% | -45.5% |
| 6M | -8.5% | +10.7% | -19.2% | +1.6% |
| All | +8.1% | -0.7% | +8.8% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling