+75.9%
FTV vs WCC
+518.6%
-442.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.3% |
| 7D | -5.2% | +1.7% | -6.9% | -5.8% |
| 30D | -11.5% | -6.1% | -5.5% | -9.9% |
| 3M | -9.0% | +3.1% | -12.1% | -10.9% |
| 6M | -2.0% | +28.2% | -30.3% | -11.8% |
| YTD | -0.9% | +41.1% | -42.0% | -14.3% |
| 1Y | +14.8% | +61.3% | -46.5% | -5.8% |
| 3Y | -5.5% | +123.6% | -129.1% | -34.4% |
| 5Y | -1.9% | +214.8% | -216.7% | -42.8% |
| All | +75.9% | +518.6% | -442.6% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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