+14.8%
FTV vs WCN
-9.4%
+24.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.0% |
| 7D | -5.2% | -4.4% | -0.8% | -4.0% |
| 30D | -11.5% | -4.4% | -7.1% | -10.4% |
| 3M | -9.0% | +0.5% | -9.5% | -9.2% |
| 6M | -2.0% | -3.3% | +1.2% | -0.7% |
| YTD | -0.9% | -8.5% | +7.5% | +1.9% |
| 1Y | +14.8% | -8.9% | +23.7% | +20.3% |
| All | +14.8% | -9.4% | +24.2% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling