+2,159.9%
FTI vs WEC
+1,896.3%
+263.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +5.3% | -0.3% | +5.5% | +5.4% |
| 30D | +15.3% | -1.3% | +16.6% | +15.9% |
| 3M | +15.8% | -3.9% | +19.7% | +17.4% |
| 6M | +22.6% | -8.3% | +30.9% | +26.6% |
| YTD | +79.5% | +3.1% | +76.5% | +76.2% |
| 1Y | +102.0% | +1.9% | +100.1% | +98.7% |
| 3Y | +315.8% | +41.9% | +273.9% | +246.4% |
| 5Y | +1,129.5% | +30.8% | +1,098.7% | +942.8% |
| 10Y | +320.9% | +141.9% | +179.0% | +125.4% |
| All | +2,159.9% | +1,896.3% | +263.7% | +191.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling