+54.6%
FTI vs WST
+47.3%
+7.3%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.4% |
| 7D | -9.7% | +1.3% | -10.9% | -9.7% |
| 30D | -8.2% | +8.5% | -16.7% | -8.3% |
| 3M | -7.8% | +17.2% | -25.0% | -8.1% |
| 6M | -13.4% | +36.3% | -49.7% | -14.9% |
| YTD | +45.1% | +48.9% | -3.9% | +40.3% |
| 1Y | +54.6% | +42.9% | +11.7% | +50.8% |
| All | +54.6% | +47.3% | +7.3% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling