+90.0%
FTI vs WCC
+66.3%
+23.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +0.5% |
| 7D | -4.4% | +1.4% | -5.8% | -4.6% |
| 30D | +1.5% | -2.3% | +3.8% | +1.7% |
| 3M | +8.2% | +3.7% | +4.5% | +7.8% |
| 6M | +18.8% | +34.8% | -16.0% | +10.6% |
| YTD | +71.7% | +46.1% | +25.5% | +57.1% |
| 1Y | +90.0% | +62.7% | +27.3% | +69.6% |
| All | +90.0% | +66.3% | +23.7% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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