+1,072.7%
FTI vs WCN
+25.5%
+1,047.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.7% | -2.5% |
| 7D | -5.6% | -4.4% | -1.2% | -4.2% |
| 30D | +0.4% | -4.4% | +4.8% | +1.9% |
| 3M | +8.1% | +0.5% | +7.6% | +7.6% |
| 6M | +16.7% | -3.3% | +20.0% | +17.4% |
| YTD | +70.0% | -8.5% | +78.5% | +74.3% |
| 1Y | +85.4% | -8.9% | +94.4% | +90.2% |
| 3Y | +265.9% | +18.0% | +247.9% | +237.7% |
| 5Y | +1,072.7% | +25.0% | +1,047.7% | +931.8% |
| All | +1,072.7% | +25.5% | +1,047.3% | +931.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling