+908.9%
FTAI vs WAT
-3.5%
+912.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +2.6% |
| 7D | -5.2% | -0.3% | -5.0% | -5.1% |
| 30D | -17.9% | -1.9% | -16.0% | -17.2% |
| 3M | -22.7% | +13.5% | -36.2% | -26.8% |
| 6M | -28.0% | +37.2% | -65.3% | -37.1% |
| YTD | -5.0% | +7.5% | -12.5% | -9.1% |
| 1Y | +10.4% | +35.0% | -24.6% | -5.0% |
| 3Y | +425.2% | +55.1% | +370.2% | +314.2% |
| All | +908.9% | -3.5% | +912.4% | +796.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling