+1,737.6%
FTI vs WWD
+2,983.0%
-1,245.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | +0.2% |
| 7D | +5.4% | +8.2% | -2.8% | +1.5% |
| 30D | -8.2% | -0.2% | -8.0% | -8.6% |
| 3M | -13.7% | -8.4% | -5.3% | -10.7% |
| 6M | -11.2% | -9.5% | -1.7% | -8.7% |
| YTD | +46.0% | +10.1% | +35.9% | +34.2% |
| 1Y | +51.8% | +21.6% | +30.2% | +31.8% |
| 3Y | +206.7% | +149.6% | +57.2% | +83.3% |
| 5Y | +862.0% | +191.3% | +670.7% | +416.2% |
| 10Y | +182.3% | +455.2% | -272.9% | +12.3% |
| All | +1,737.6% | +2,983.0% | -1,245.3% | +241.2% |
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