+862.0%
FTI vs WWD
+183.1%
+678.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | 0.0% |
| 7D | +5.4% | +8.2% | -2.8% | +2.4% |
| 30D | -8.2% | -0.2% | -8.0% | -8.4% |
| 3M | -13.7% | -8.4% | -5.3% | -11.2% |
| 6M | -11.2% | -9.5% | -1.7% | -9.1% |
| YTD | +46.0% | +10.1% | +35.9% | +35.5% |
| 1Y | +51.8% | +21.6% | +30.2% | +34.0% |
| 3Y | +206.7% | +149.6% | +57.2% | +93.7% |
| 5Y | +862.0% | +191.3% | +670.7% | +468.7% |
| All | +862.0% | +183.1% | +678.9% | +468.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling