+908.9%
FTAI vs WAB
+221.8%
+687.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.3% | +2.4% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | -17.9% | -4.1% | -13.8% | -14.9% |
| 3M | -22.7% | +8.2% | -30.9% | -27.6% |
| 6M | -28.0% | +15.4% | -43.4% | -35.0% |
| YTD | -5.0% | +33.1% | -38.1% | -22.8% |
| 1Y | +10.4% | +48.1% | -37.7% | -17.6% |
| 3Y | +425.2% | +167.7% | +257.5% | +148.2% |
| All | +908.9% | +221.8% | +687.2% | +311.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling