+1,036.2%
FTI vs WSM
+175.3%
+860.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | -4.4% | -0.5% | -3.9% | -4.3% |
| 30D | +1.5% | -7.7% | +9.2% | +3.1% |
| 3M | +8.2% | +3.8% | +4.4% | +6.9% |
| 6M | +18.8% | +22.7% | -3.8% | +12.5% |
| YTD | +71.7% | +28.0% | +43.7% | +60.8% |
| 1Y | +90.0% | +12.7% | +77.3% | +82.6% |
| 3Y | +270.5% | +231.3% | +39.2% | +168.0% |
| All | +1,036.2% | +175.3% | +860.9% | +757.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling