+54.6%
FTI vs WAB
+46.5%
+8.0%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.4% | -3.6% |
| 7D | -9.7% | +4.5% | -14.2% | -10.7% |
| 30D | -8.2% | +1.1% | -9.3% | -8.4% |
| 3M | -7.8% | -1.3% | -6.6% | -7.5% |
| 6M | -13.4% | +12.7% | -26.2% | -15.8% |
| YTD | +45.1% | +38.7% | +6.4% | +27.6% |
| 1Y | +54.6% | +44.9% | +9.6% | +33.4% |
| All | +54.6% | +46.5% | +8.0% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling