+75.9%
FTV vs WU
-39.5%
+115.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -5.2% | -5.0% | -0.2% | -3.4% |
| 30D | -11.5% | -2.3% | -9.2% | -10.9% |
| 3M | -9.0% | -3.2% | -5.8% | -9.5% |
| 6M | -2.0% | -25.0% | +23.0% | +7.2% |
| YTD | -0.9% | -21.7% | +20.7% | +6.6% |
| 1Y | +14.8% | -9.0% | +23.8% | +15.6% |
| 3Y | -5.5% | -28.9% | +23.4% | +2.5% |
| 5Y | -1.9% | -51.0% | +49.2% | +21.7% |
| All | +75.9% | -39.5% | +115.4% | +96.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling