+96.9%
FTI vs WST
+33.7%
+63.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -2.3% | -1.7% | -0.7% | -2.2% |
| 30D | +5.0% | -4.3% | +9.3% | +5.5% |
| 3M | +13.8% | +0.7% | +13.1% | +13.4% |
| 6M | +22.9% | +36.0% | -13.1% | +13.9% |
| YTD | +75.0% | +22.7% | +52.2% | +67.1% |
| 1Y | +96.9% | +34.1% | +62.8% | +86.5% |
| All | +96.9% | +33.7% | +63.1% | +86.5% |
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