+131.2%
FTV vs WWD
+529.7%
-398.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.3% |
| 7D | -0.7% | +3.7% | -4.4% | -2.1% |
| 30D | +18.3% | +1.8% | +16.5% | +17.1% |
| 3M | +10.2% | -5.0% | +15.2% | +11.8% |
| 6M | +12.8% | -8.4% | +21.2% | +15.5% |
| YTD | +23.4% | +12.3% | +11.1% | +14.5% |
| 1Y | +31.4% | +26.2% | +5.2% | +15.5% |
| 3Y | +38.7% | +154.6% | -115.9% | -12.2% |
| 5Y | +18.6% | +195.3% | -176.7% | -31.3% |
| 10Y | +110.1% | +466.3% | -356.1% | -15.2% |
| All | +131.2% | +529.7% | -398.4% | -13.7% |
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