+291.9%
FTI vs WAT
+166.5%
+125.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.6% |
| 7D | -5.6% | -2.9% | -2.7% | -4.6% |
| 30D | +0.4% | -3.2% | +3.6% | +1.5% |
| 3M | +8.1% | +10.6% | -2.5% | +3.9% |
| 6M | +16.7% | +34.0% | -17.3% | +3.1% |
| YTD | +70.0% | +5.7% | +64.2% | +63.0% |
| 1Y | +85.4% | +37.1% | +48.4% | +59.2% |
| 3Y | +265.9% | +52.4% | +213.5% | +183.1% |
| 5Y | +1,072.7% | -4.4% | +1,077.2% | +1,009.0% |
| All | +291.9% | +166.5% | +125.4% | +118.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling