+108.6%
FTV vs WCN
+322.1%
-213.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.9% | +2.6% | +1.3% | +2.5% |
| 30D | +18.7% | +23.9% | -5.3% | +5.7% |
| 3M | +10.0% | +17.4% | -7.4% | +0.8% |
| 6M | +14.6% | +28.0% | -13.4% | -0.4% |
| YTD | +23.4% | +11.6% | +11.9% | +15.1% |
| 1Y | +31.3% | +16.9% | +14.4% | +19.2% |
| 3Y | +39.8% | +51.6% | -11.8% | +6.2% |
| 5Y | +17.7% | +48.0% | -30.3% | -10.8% |
| All | +108.6% | +322.1% | -213.5% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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