+56.5%
WTW vs FGI
-70.0%
+126.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +1.6% | -4.1% | +5.7% | +1.6% |
| 30D | +12.4% | -3.4% | +15.7% | +12.4% |
| 3M | -2.6% | +61.8% | -64.4% | -2.6% |
| 6M | +30.8% | +17.0% | +13.7% | +30.9% |
| YTD | +2.3% | +31.4% | -29.1% | +2.2% |
| 1Y | +4.9% | +42.7% | -37.8% | +4.5% |
| 3Y | +43.9% | -0.1% | +44.0% | +43.1% |
| All | +56.5% | -70.0% | +126.5% | +59.1% |
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