+54.0%
FTI vs WST
+54.9%
-0.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.8% | +2.0% |
| 7D | +4.3% | +4.2% | +0.1% | +4.2% |
| 30D | -4.7% | +11.2% | -15.9% | -4.9% |
| 3M | -13.5% | +20.4% | -33.9% | -13.9% |
| 6M | -8.7% | +37.9% | -46.6% | -10.1% |
| YTD | +49.0% | +51.8% | -2.8% | +44.2% |
| 1Y | +54.0% | +56.6% | -2.6% | +47.5% |
| All | +54.0% | +54.9% | -0.9% | +47.5% |
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