+277.6%
FTI vs WCC
+129.2%
+148.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.1% |
| 7D | -2.3% | +6.8% | -9.1% | -4.1% |
| 30D | +5.0% | -3.0% | +8.0% | +5.7% |
| 3M | +13.8% | +0.2% | +13.6% | +12.9% |
| 6M | +22.9% | +33.2% | -10.3% | +10.7% |
| YTD | +75.0% | +45.8% | +29.2% | +52.8% |
| 1Y | +96.9% | +68.4% | +28.5% | +63.0% |
| All | +277.6% | +129.2% | +148.4% | +165.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling