+82.5%
FTV vs WWD
+479.8%
-397.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.0% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | -9.5% | -5.1% | -4.4% | -7.8% |
| 3M | -10.9% | -11.2% | +0.3% | -7.1% |
| 6M | -0.6% | -12.0% | +11.4% | +3.2% |
| YTD | +1.4% | +12.0% | -10.6% | -5.3% |
| 1Y | +17.6% | +42.8% | -25.2% | -1.6% |
| 3Y | -3.3% | +168.9% | -172.2% | -39.8% |
| 5Y | -0.1% | +192.2% | -192.4% | -41.6% |
| 10Y | +82.5% | +495.3% | -412.8% | -25.8% |
| All | +82.5% | +479.8% | -397.3% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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