-11.1%
WBD vs FTAI
+2,432.1%
-2,443.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.8% | +5.1% | +0.5% |
| 7D | -1.7% | -0.2% | -1.5% | -1.8% |
| 30D | +3.9% | -13.6% | +17.5% | +6.7% |
| 3M | +5.1% | -20.6% | +25.7% | +8.9% |
| 6M | +0.6% | -32.6% | +33.2% | +6.2% |
| YTD | -3.2% | -5.4% | +2.2% | -6.0% |
| 1Y | +127.7% | +12.9% | +114.8% | +110.3% |
| 3Y | +146.6% | +428.1% | -281.6% | +39.6% |
| 5Y | +4.2% | +863.0% | -858.8% | -50.6% |
| 10Y | +13.7% | +3,092.6% | -3,078.9% | -58.3% |
| All | -11.1% | +2,432.1% | -2,443.2% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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