+20.2%
FTV vs WU
-8.3%
+28.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -4.6% | -0.8% | -3.8% | -4.5% |
| 30D | -7.2% | -1.1% | -6.1% | -7.0% |
| 3M | -7.3% | -3.9% | -3.4% | -7.4% |
| 6M | -1.6% | -20.7% | +19.0% | +3.5% |
| YTD | +3.3% | -18.4% | +21.7% | +8.1% |
| 1Y | +20.2% | -8.1% | +28.3% | +24.6% |
| All | +20.2% | -8.3% | +28.5% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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