+295.8%
FTI vs WSM
+1,071.8%
-775.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | -4.4% | -0.5% | -3.9% | -4.2% |
| 30D | +1.5% | -7.7% | +9.2% | +3.9% |
| 3M | +8.2% | +3.8% | +4.4% | +6.3% |
| 6M | +18.8% | +22.7% | -3.8% | +9.9% |
| YTD | +71.7% | +28.0% | +43.7% | +56.3% |
| 1Y | +90.0% | +12.7% | +77.3% | +79.3% |
| 3Y | +270.5% | +231.3% | +39.2% | +127.8% |
| 5Y | +1,084.5% | +177.2% | +907.4% | +632.3% |
| All | +295.8% | +1,071.8% | -775.9% | +15.8% |
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