-4.4%
FTV vs WCC
+129.2%
-133.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -1.3% | +6.8% | -8.1% | -3.0% |
| 30D | -9.5% | -3.0% | -6.5% | -9.0% |
| 3M | -10.9% | +0.2% | -11.1% | -11.5% |
| 6M | -0.6% | +33.2% | -33.8% | -9.8% |
| YTD | +1.4% | +45.8% | -44.4% | -11.2% |
| 1Y | +17.6% | +68.4% | -50.7% | -2.3% |
| All | -4.4% | +129.2% | -133.7% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling