+10.4%
FTAI vs WAT
+38.4%
-28.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +2.7% |
| 7D | -5.2% | -0.3% | -5.0% | -5.1% |
| 30D | -17.9% | -1.9% | -16.0% | -17.3% |
| 3M | -22.7% | +13.5% | -36.2% | -26.1% |
| 6M | -28.0% | +37.2% | -65.3% | -35.2% |
| YTD | -5.0% | +7.5% | -12.5% | -13.2% |
| 1Y | +10.4% | +35.0% | -24.6% | -4.3% |
| All | +10.4% | +38.4% | -28.0% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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