+295.8%
FTI vs WCN
+235.9%
+59.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -4.4% | -3.1% | -1.3% | -2.9% |
| 30D | +1.5% | -3.4% | +4.9% | +3.2% |
| 3M | +8.2% | +3.0% | +5.2% | +6.1% |
| 6M | +18.8% | -3.8% | +22.6% | +19.9% |
| YTD | +71.7% | -8.3% | +80.0% | +76.7% |
| 1Y | +90.0% | -9.7% | +99.8% | +96.8% |
| 3Y | +270.5% | +17.2% | +253.3% | +227.0% |
| 5Y | +1,084.5% | +25.3% | +1,059.3% | +885.1% |
| All | +295.8% | +235.9% | +59.9% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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