+76.5%
FTV vs WTW
+198.0%
-121.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -4.0% | -5.7% | +1.8% | -1.3% |
| 30D | -11.0% | -7.3% | -3.8% | -7.9% |
| 3M | -8.4% | +21.5% | -29.9% | -17.0% |
| 6M | -2.6% | +9.6% | -12.2% | -7.8% |
| YTD | -0.6% | -3.3% | +2.7% | -0.8% |
| 1Y | +11.0% | -6.1% | +17.1% | +12.1% |
| 3Y | -6.3% | +61.8% | -68.2% | -30.7% |
| 5Y | -1.5% | +42.7% | -44.2% | -23.0% |
| All | +76.5% | +198.0% | -121.5% | -4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling