+0.7%
FPS vs WTW
-6.4%
+7.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.5% | -6.3% | -5.6% |
| 7D | -4.6% | -7.8% | +3.2% | -7.2% |
| 30D | -22.6% | -7.9% | -14.7% | -24.6% |
| 3M | -45.1% | +19.9% | -65.1% | -39.9% |
| 6M | -17.8% | +9.8% | -27.6% | -10.2% |
| All | +0.7% | -6.4% | +7.1% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling