+47.8%
WTW vs FGI
-66.2%
+114.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.4% | -8.9% | +0.5% |
| 7D | -7.8% | +22.8% | -30.6% | -7.8% |
| 30D | -7.9% | +85.9% | -93.8% | -7.9% |
| 3M | +19.9% | +32.4% | -12.4% | +20.1% |
| 6M | +9.8% | +106.3% | -96.5% | +9.4% |
| YTD | -3.3% | +48.4% | -51.8% | -3.5% |
| 1Y | -3.3% | +116.4% | -119.7% | -4.1% |
| 3Y | +61.5% | +9.2% | +52.4% | +60.8% |
| All | +47.8% | -66.2% | +114.0% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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