+93.9%
FTV vs WCC
+595.5%
-501.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.8% | -2.2% |
| 7D | -4.5% | +4.5% | -9.0% | -5.9% |
| 30D | -7.1% | -5.8% | -1.3% | -5.5% |
| 3M | -7.2% | -3.7% | -3.5% | -6.9% |
| 6M | -1.5% | +23.1% | -24.6% | -10.1% |
| YTD | +3.5% | +44.2% | -40.7% | -11.1% |
| 1Y | +20.3% | +62.1% | -41.7% | -1.4% |
| 3Y | -3.1% | +121.1% | -124.2% | -32.5% |
| 5Y | +2.3% | +214.0% | -211.6% | -40.3% |
| 10Y | +76.3% | +472.8% | -396.5% | -32.4% |
| All | +93.9% | +595.5% | -501.5% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling