+54.0%
FTI vs WAT
+20.2%
+33.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.1% |
| 7D | +4.3% | +0.6% | +3.7% | +4.3% |
| 30D | -4.7% | +5.4% | -10.1% | -4.8% |
| 3M | -13.5% | +11.3% | -24.8% | -13.7% |
| 6M | -8.7% | +37.4% | -46.1% | -9.3% |
| YTD | +49.0% | +21.2% | +27.8% | +49.7% |
| 1Y | +54.0% | +21.3% | +32.7% | +55.1% |
| All | +54.0% | +20.2% | +33.8% | +55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling