+174.8%
FTI vs WST
+446.4%
-271.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -3.3% | +1.4% | -4.6% | -3.5% |
| 30D | -7.2% | +12.7% | -19.9% | -9.4% |
| 3M | -12.9% | +17.2% | -30.0% | -15.6% |
| 6M | -7.9% | +26.7% | -34.5% | -12.3% |
| YTD | +45.2% | +50.3% | -5.1% | +32.7% |
| 1Y | +48.1% | +50.2% | -2.2% | +35.3% |
| 3Y | +205.0% | +21.7% | +183.3% | +174.9% |
| 5Y | +838.8% | +2.0% | +836.8% | +757.3% |
| 10Y | +174.8% | +451.1% | -276.3% | +35.9% |
| All | +174.8% | +446.4% | -271.6% | +35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling