+48.1%
FTI vs WST
+52.5%
-4.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -3.3% | +1.4% | -4.6% | -3.3% |
| 30D | -7.2% | +12.7% | -19.9% | -7.5% |
| 3M | -12.9% | +17.2% | -30.0% | -13.2% |
| 6M | -7.9% | +26.7% | -34.5% | -8.6% |
| YTD | +45.2% | +50.3% | -5.1% | +40.4% |
| 1Y | +48.1% | +50.2% | -2.2% | +42.9% |
| All | +48.1% | +52.5% | -4.5% | +42.9% |
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 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