+1,107.3%
FTI vs WAB
+220.4%
+887.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.4% |
| 7D | -2.3% | +0.2% | -2.6% | -2.5% |
| 30D | +5.0% | -4.6% | +9.6% | +7.8% |
| 3M | +13.8% | +5.6% | +8.2% | +9.2% |
| 6M | +22.9% | +13.8% | +9.1% | +11.4% |
| YTD | +75.0% | +31.9% | +43.1% | +44.1% |
| 1Y | +96.9% | +48.3% | +48.6% | +49.3% |
| 3Y | +276.7% | +167.1% | +109.6% | +87.2% |
| All | +1,107.3% | +220.4% | +887.0% | +405.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling