+291.9%
FTI vs WST
+341.6%
-49.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.0% | -3.3% |
| 7D | -5.6% | +0.4% | -6.1% | -5.7% |
| 30D | +0.4% | -2.0% | +2.4% | +0.8% |
| 3M | +8.1% | +4.1% | +4.0% | +7.0% |
| 6M | +16.7% | +47.4% | -30.7% | +7.3% |
| YTD | +70.0% | +25.4% | +44.6% | +61.0% |
| 1Y | +85.4% | +35.3% | +50.1% | +72.8% |
| 3Y | +265.9% | -11.7% | +277.6% | +252.5% |
| 5Y | +1,072.7% | -24.0% | +1,096.8% | +1,038.6% |
| All | +291.9% | +341.6% | -49.8% | +110.4% |
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