+2,159.9%
FTI vs WAB
+4,485.6%
-2,325.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | +5.3% | -3.2% | +8.5% | +7.1% |
| 30D | +15.3% | -4.4% | +19.8% | +18.2% |
| 3M | +15.8% | +7.9% | +7.9% | +10.0% |
| 6M | +22.6% | +8.7% | +13.9% | +15.0% |
| YTD | +79.5% | +33.0% | +46.6% | +50.0% |
| 1Y | +102.0% | +46.7% | +55.4% | +58.8% |
| 3Y | +315.8% | +153.0% | +162.8% | +136.4% |
| 5Y | +1,129.5% | +222.3% | +907.2% | +505.9% |
| 10Y | +320.9% | +291.0% | +30.0% | +84.6% |
| All | +2,159.9% | +4,485.6% | -2,325.6% | +276.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling