+2,582.9%
FTAI vs WAT
+213.3%
+2,369.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.1% |
| 7D | +0.7% | -1.3% | +1.9% | +1.2% |
| 30D | -12.1% | +2.3% | -14.4% | -12.9% |
| 3M | -21.3% | +8.7% | -30.1% | -24.0% |
| 6M | -30.2% | +28.3% | -58.5% | -37.2% |
| YTD | +0.3% | +7.8% | -7.5% | -4.0% |
| 1Y | +27.2% | +36.6% | -9.4% | +9.5% |
| 3Y | +443.9% | +45.7% | +398.2% | +344.5% |
| 5Y | +853.5% | -3.3% | +856.9% | +800.8% |
| 10Y | +3,169.1% | +162.1% | +3,007.0% | +1,998.6% |
| All | +2,582.9% | +213.3% | +2,369.5% | +1,596.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling