+54.6%
FTI vs WU
-18.0%
+72.6%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.4% | -8.8% | -2.8% |
| 7D | -9.7% | +8.2% | -17.9% | -8.9% |
| 30D | -8.2% | +8.0% | -16.2% | -7.4% |
| 3M | -7.8% | -6.6% | -1.2% | -8.1% |
| 6M | -13.4% | -23.3% | +9.8% | -13.8% |
| YTD | +45.1% | -22.4% | +67.5% | +44.0% |
| 1Y | +54.6% | -18.0% | +72.6% | +53.3% |
| All | +54.6% | -18.0% | +72.6% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling