+16.5%
FTAI vs WAB
+46.5%
-30.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.1% | -11.6% | -11.8% |
| 7D | +7.4% | +4.5% | +2.9% | +2.2% |
| 30D | +9.0% | +1.1% | +8.0% | +7.7% |
| 3M | -18.9% | -1.3% | -17.6% | -17.7% |
| 6M | -24.9% | +12.7% | -37.6% | -34.8% |
| YTD | -8.3% | +38.7% | -46.9% | -30.6% |
| 1Y | +16.5% | +44.9% | -28.4% | -14.6% |
| All | +16.5% | +46.5% | -30.0% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling