-4.4%
FTV vs WCN
+19.5%
-23.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -0.9% |
| 7D | -1.3% | -1.7% | +0.5% | -0.8% |
| 30D | -9.5% | -3.0% | -6.5% | -8.7% |
| 3M | -10.9% | +2.5% | -13.5% | -11.7% |
| 6M | -0.6% | -5.7% | +5.1% | +1.0% |
| YTD | +1.4% | -7.4% | +8.9% | +3.5% |
| 1Y | +17.6% | -8.6% | +26.3% | +20.4% |
| All | -4.4% | +19.5% | -23.9% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling