+2,159.9%
FTI vs WAT
+898.5%
+1,261.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | +5.3% | -1.3% | +6.6% | +5.8% |
| 30D | +15.3% | +2.3% | +13.0% | +14.2% |
| 3M | +15.8% | +8.7% | +7.0% | +11.5% |
| 6M | +22.6% | +28.3% | -5.7% | +8.9% |
| YTD | +79.5% | +7.8% | +71.8% | +69.7% |
| 1Y | +102.0% | +36.6% | +65.4% | +71.9% |
| 3Y | +315.8% | +45.7% | +270.1% | +228.0% |
| 5Y | +1,129.5% | -3.3% | +1,132.8% | +1,019.8% |
| 10Y | +320.9% | +162.1% | +158.8% | +142.0% |
| All | +2,159.9% | +898.5% | +1,261.5% | +639.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling