+184.1%
FTI vs WEC
+197.9%
-13.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.1% | +1.9% |
| 7D | +4.3% | +2.3% | +2.0% | +4.0% |
| 30D | -4.7% | +11.1% | -15.7% | -6.2% |
| 3M | -13.5% | +8.4% | -22.0% | -14.6% |
| 6M | -8.7% | +7.5% | -16.2% | -9.8% |
| YTD | +49.0% | +15.3% | +33.7% | +45.4% |
| 1Y | +54.0% | +9.7% | +44.3% | +51.5% |
| 3Y | +211.6% | +64.7% | +147.0% | +185.4% |
| 5Y | +881.9% | +57.3% | +824.6% | +807.3% |
| All | +184.1% | +197.9% | -13.8% | +184.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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