+2,112.4%
FTI vs WCN
+3,009.2%
-896.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.6% |
| 7D | -0.2% | -0.4% | +0.3% | 0.0% |
| 30D | +12.3% | -2.1% | +14.5% | +13.5% |
| 3M | +13.8% | +6.4% | +7.4% | +9.5% |
| 6M | +24.3% | -3.7% | +28.0% | +25.1% |
| YTD | +75.8% | -6.4% | +82.1% | +78.8% |
| 1Y | +99.6% | -7.9% | +107.6% | +104.3% |
| 3Y | +278.4% | +20.8% | +257.6% | +229.4% |
| 5Y | +1,168.7% | +29.0% | +1,139.7% | +952.7% |
| 10Y | +297.5% | +236.4% | +61.2% | +93.8% |
| All | +2,112.4% | +3,009.2% | -896.8% | +317.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling