+2,361.6%
FTAI vs WSM
+664.3%
+1,697.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.2% |
| 7D | -9.7% | +0.4% | -10.1% | -9.8% |
| 30D | -20.0% | -10.7% | -9.3% | -16.8% |
| 3M | -20.1% | +8.5% | -28.5% | -22.2% |
| 6M | -33.3% | +19.6% | -52.9% | -37.0% |
| YTD | -8.0% | +26.6% | -34.6% | -14.7% |
| 1Y | +8.0% | +12.0% | -4.0% | +3.7% |
| 3Y | +413.4% | +226.6% | +186.8% | +227.2% |
| 5Y | +858.6% | +174.1% | +684.4% | +513.8% |
| 10Y | +3,003.7% | +1,052.9% | +1,950.7% | +876.8% |
| All | +2,361.6% | +664.3% | +1,697.3% | +759.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling