+1,157.0%
FTI vs WEC
+30.7%
+1,126.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -2.3% | +0.4% | -2.7% | -2.4% |
| 30D | +5.0% | +0.9% | +4.1% | +4.9% |
| 3M | +13.8% | -5.3% | +19.2% | +14.7% |
| 6M | +22.9% | -6.6% | +29.5% | +24.0% |
| YTD | +75.0% | +3.3% | +71.7% | +73.7% |
| 1Y | +96.9% | +2.1% | +94.8% | +95.5% |
| 3Y | +276.7% | +39.6% | +237.2% | +254.2% |
| 5Y | +1,157.0% | +31.2% | +1,125.8% | +1,009.9% |
| All | +1,157.0% | +30.7% | +1,126.4% | +1,009.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling