+1,400.8%
FTI vs WPM
+5,972.6%
-4,571.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -0.2% | +7.0% | -7.2% | -2.0% |
| 30D | +12.3% | +15.7% | -3.4% | +7.6% |
| 3M | +13.8% | +35.2% | -21.5% | +3.8% |
| 6M | +24.3% | +6.1% | +18.2% | +19.7% |
| YTD | +75.8% | +32.6% | +43.2% | +58.1% |
| 1Y | +99.6% | +46.9% | +52.7% | +73.6% |
| 3Y | +278.4% | +276.3% | +2.1% | +148.4% |
| 5Y | +1,168.7% | +260.0% | +908.7% | +724.0% |
| 10Y | +297.5% | +508.5% | -211.0% | +97.4% |
| All | +1,400.8% | +5,972.6% | -4,571.8% | +190.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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