+295.8%
FTI vs WU
-39.1%
+334.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -4.4% | -3.5% | -0.9% | -3.0% |
| 30D | +1.5% | -2.9% | +4.4% | +2.6% |
| 3M | +8.2% | -2.3% | +10.5% | +6.3% |
| 6M | +18.8% | -25.4% | +44.2% | +31.3% |
| YTD | +71.7% | -21.2% | +92.9% | +83.8% |
| 1Y | +90.0% | -8.9% | +98.9% | +86.8% |
| 3Y | +270.5% | -29.0% | +299.5% | +296.1% |
| 5Y | +1,084.5% | -50.7% | +1,135.3% | +1,442.5% |
| All | +295.8% | -39.1% | +334.9% | +379.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling