+2,159.9%
FTI vs WWD
+3,116.0%
-956.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | +5.3% | +1.3% | +4.0% | +4.6% |
| 30D | +15.3% | -7.2% | +22.5% | +19.2% |
| 3M | +15.8% | -3.8% | +19.6% | +16.5% |
| 6M | +22.6% | -9.9% | +32.5% | +25.7% |
| YTD | +79.5% | +14.8% | +64.7% | +62.7% |
| 1Y | +102.0% | +42.1% | +59.9% | +63.3% |
| 3Y | +315.8% | +170.8% | +145.0% | +140.0% |
| 5Y | +1,129.5% | +197.5% | +932.0% | +556.8% |
| 10Y | +320.9% | +477.8% | -156.9% | +65.0% |
| All | +2,159.9% | +3,116.0% | -956.0% | +313.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling