+52.4%
WTW vs FGI
-69.8%
+122.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -2.8% |
| 7D | -2.7% | +5.2% | -7.9% | -2.7% |
| 30D | -5.6% | +65.2% | -70.9% | -5.6% |
| 3M | +26.5% | +30.2% | -3.7% | +26.6% |
| 6M | +8.1% | +87.8% | -79.7% | +7.7% |
| YTD | -0.3% | +32.5% | -32.8% | -0.5% |
| 1Y | -0.9% | +93.6% | -94.4% | -1.7% |
| 3Y | +66.6% | -2.6% | +69.2% | +65.9% |
| All | +52.4% | -69.8% | +122.2% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling