+93.9%
FTV vs WWD
+543.9%
-450.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.4% |
| 7D | -4.5% | +1.3% | -5.8% | -5.0% |
| 30D | -7.1% | -7.2% | +0.1% | -4.4% |
| 3M | -7.2% | -3.8% | -3.3% | -6.3% |
| 6M | -1.5% | -9.9% | +8.4% | +1.3% |
| YTD | +3.5% | +14.8% | -11.3% | -4.4% |
| 1Y | +20.3% | +42.1% | -21.7% | +0.9% |
| 3Y | -3.1% | +170.8% | -173.9% | -40.0% |
| 5Y | +2.3% | +197.5% | -195.2% | -40.7% |
| 10Y | +76.3% | +477.8% | -401.5% | -28.5% |
| All | +93.9% | +543.9% | -450.0% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling