+295.8%
FTI vs WAB
+296.8%
-1.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +0.3% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | +1.5% | -4.1% | +5.6% | +4.3% |
| 3M | +8.2% | +8.2% | 0.0% | +1.3% |
| 6M | +18.8% | +15.4% | +3.4% | +4.7% |
| YTD | +71.7% | +33.1% | +38.5% | +36.1% |
| 1Y | +90.0% | +48.1% | +42.0% | +38.4% |
| 3Y | +270.5% | +167.7% | +102.8% | +69.0% |
| 5Y | +1,084.5% | +225.7% | +858.8% | +356.1% |
| All | +295.8% | +296.8% | -1.0% | +20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling