+317.0%
FWONK vs WTW
+198.0%
+118.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +0.1% | -5.7% | +5.8% | +2.3% |
| 30D | -7.7% | -7.3% | -0.5% | -5.1% |
| 3M | +5.7% | +21.5% | -15.7% | -2.5% |
| 6M | +13.5% | +9.6% | +3.8% | +8.2% |
| YTD | -3.0% | -3.3% | +0.3% | -3.3% |
| 1Y | -6.4% | -6.1% | -0.3% | -5.6% |
| 3Y | +43.8% | +61.8% | -18.0% | +11.9% |
| 5Y | +98.6% | +42.7% | +55.9% | +61.2% |
| All | +317.0% | +198.0% | +118.9% | +162.0% |
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