+2,102.5%
FTI vs WTW
+1,120.7%
+981.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.1% | +1.2% |
| 7D | -2.3% | -7.1% | +4.8% | +1.0% |
| 30D | +5.0% | -8.5% | +13.6% | +9.2% |
| 3M | +13.8% | +20.6% | -6.7% | +2.9% |
| 6M | +22.9% | +7.2% | +15.7% | +16.3% |
| YTD | +75.0% | -3.9% | +78.8% | +72.6% |
| 1Y | +96.9% | -3.6% | +100.5% | +93.4% |
| 3Y | +276.7% | +60.7% | +216.1% | +181.8% |
| 5Y | +1,157.0% | +42.2% | +1,114.9% | +890.3% |
| 10Y | +310.7% | +195.5% | +115.2% | +128.9% |
| All | +2,102.5% | +1,120.7% | +981.8% | +808.2% |
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