+54.6%
FTI vs WWD
+27.2%
+27.4%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -3.1% |
| 7D | -9.7% | +7.3% | -17.0% | -10.6% |
| 30D | -8.2% | -2.0% | -6.2% | -7.8% |
| 3M | -7.8% | -12.6% | +4.8% | -6.0% |
| 6M | -13.4% | -8.4% | -5.0% | -12.4% |
| YTD | +45.1% | +8.2% | +36.8% | +43.2% |
| 1Y | +54.6% | +26.5% | +28.1% | +52.4% |
| All | +54.6% | +27.2% | +27.4% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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