+108.6%
FTV vs WCC
+431.3%
-322.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.6% |
| 7D | +3.9% | +9.9% | -6.0% | +0.7% |
| 30D | +18.7% | -8.4% | +27.1% | +21.0% |
| 3M | +10.0% | -10.3% | +20.4% | +12.5% |
| 6M | +14.6% | -10.5% | +25.0% | +16.2% |
| YTD | +23.4% | +32.2% | -8.7% | +7.8% |
| 1Y | +31.3% | +25.5% | +5.8% | +16.6% |
| 3Y | +39.8% | +134.7% | -94.9% | -5.7% |
| 5Y | +17.7% | +139.9% | -122.2% | -25.4% |
| All | +108.6% | +431.3% | -322.7% | -17.3% |
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