+408.4%
FTAI vs WAB
+164.6%
+243.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | -9.7% | -0.2% | -9.5% | -9.5% |
| 30D | -20.0% | -5.9% | -14.1% | -15.4% |
| 3M | -20.1% | +9.4% | -29.4% | -26.1% |
| 6M | -33.3% | +13.8% | -47.1% | -39.4% |
| YTD | -8.0% | +31.8% | -39.8% | -25.1% |
| 1Y | +8.0% | +48.5% | -40.6% | -20.1% |
| All | +408.4% | +164.6% | +243.8% | +160.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling