+124.4%
WEC vs FTV
+90.8%
+33.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -0.3% | -4.5% | +4.2% | +0.6% |
| 30D | -1.3% | -7.1% | +5.8% | +0.1% |
| 3M | -3.9% | -7.2% | +3.2% | -2.7% |
| 6M | -8.3% | -1.5% | -6.8% | -8.4% |
| YTD | +3.1% | +3.5% | -0.4% | +1.7% |
| 1Y | +1.9% | +20.3% | -18.4% | -2.8% |
| 3Y | +41.9% | -3.1% | +45.0% | +40.0% |
| 5Y | +30.8% | +2.3% | +28.4% | +25.7% |
| 10Y | +141.9% | +76.3% | +65.6% | +92.8% |
| All | +124.4% | +90.8% | +33.6% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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