+277.6%
FTI vs WCN
+19.5%
+258.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.2% |
| 7D | -2.3% | -1.7% | -0.6% | -2.0% |
| 30D | +5.0% | -3.0% | +8.0% | +5.6% |
| 3M | +13.8% | +2.5% | +11.3% | +13.1% |
| 6M | +22.9% | -5.7% | +28.6% | +24.6% |
| YTD | +75.0% | -7.4% | +82.4% | +78.1% |
| 1Y | +96.9% | -8.6% | +105.5% | +101.1% |
| All | +277.6% | +19.5% | +258.1% | +319.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling