+6.9%
FPS vs WTW
-6.9%
+13.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.6% | -0.5% | -5.3% |
| 7D | +5.3% | -7.1% | +12.4% | +2.7% |
| 30D | -17.6% | -8.5% | -9.0% | -19.9% |
| 3M | -45.8% | +20.6% | -66.3% | -40.6% |
| 6M | -10.1% | +7.2% | -17.3% | -2.2% |
| All | +6.9% | -6.9% | +13.8% | +16.1% |
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 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