+408.4%
FTAI vs WAT
+52.2%
+356.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.5% |
| 7D | -9.7% | -2.9% | -6.8% | -8.6% |
| 30D | -20.0% | -3.2% | -16.8% | -18.9% |
| 3M | -20.1% | +10.6% | -30.6% | -23.3% |
| 6M | -33.3% | +34.0% | -67.3% | -40.8% |
| YTD | -8.0% | +5.7% | -13.7% | -11.6% |
| 1Y | +8.0% | +37.1% | -29.1% | -7.4% |
| All | +408.4% | +52.2% | +356.2% | +329.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling