+3,076.9%
FTAI vs WSM
+1,071.8%
+2,005.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +2.9% |
| 7D | -5.2% | -0.5% | -4.7% | -5.0% |
| 30D | -17.9% | -7.7% | -10.2% | -15.6% |
| 3M | -22.7% | +3.8% | -26.5% | -23.8% |
| 6M | -28.0% | +22.7% | -50.7% | -32.6% |
| YTD | -5.0% | +28.0% | -33.0% | -12.2% |
| 1Y | +10.4% | +12.7% | -2.3% | +5.7% |
| 3Y | +425.2% | +231.3% | +194.0% | +231.5% |
| 5Y | +890.3% | +177.2% | +713.2% | +528.6% |
| All | +3,076.9% | +1,071.8% | +2,005.2% | +864.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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