+278.4%
FTI vs WST
-15.5%
+294.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.5% | -2.0% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | +12.3% | -4.6% | +16.9% | +13.0% |
| 3M | +13.8% | +5.7% | +8.1% | +12.7% |
| 6M | +24.3% | +37.6% | -13.3% | +18.1% |
| YTD | +75.8% | +23.0% | +52.7% | +69.6% |
| 1Y | +99.6% | +33.8% | +65.8% | +90.4% |
| 3Y | +278.4% | -13.4% | +291.8% | +249.6% |
| All | +278.4% | -15.5% | +294.0% | +249.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling