+425.2%
FTAI vs WSM
+230.1%
+195.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -15.7% |
| 3M | -22.7% | +3.8% | -26.5% | -23.7% |
| 6M | -28.0% | +22.7% | -50.7% | -32.4% |
| YTD | -5.0% | +28.0% | -33.0% | -11.6% |
| 1Y | +10.4% | +12.7% | -2.3% | +5.7% |
| 3Y | +425.2% | +231.3% | +194.0% | +324.7% |
| All | +425.2% | +230.1% | +195.2% | +324.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling