+93.9%
FTV vs WCN
+268.7%
-174.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.4% |
| 7D | -4.5% | -0.6% | -3.9% | -4.1% |
| 30D | -7.1% | +0.4% | -7.5% | -7.3% |
| 3M | -7.2% | +7.3% | -14.5% | -11.1% |
| 6M | -1.5% | -2.5% | +1.0% | -1.1% |
| YTD | +3.5% | -5.4% | +8.8% | +5.6% |
| 1Y | +20.3% | -8.5% | +28.8% | +24.8% |
| 3Y | -3.1% | +20.8% | -23.9% | -16.6% |
| 5Y | +2.3% | +30.0% | -27.7% | -17.0% |
| 10Y | +76.3% | +238.4% | -162.1% | -14.1% |
| All | +93.9% | +268.7% | -174.7% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling