+1,157.0%
FTI vs WST
-27.5%
+1,184.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -2.3% | -1.7% | -0.7% | -2.1% |
| 30D | +5.0% | -4.3% | +9.3% | +5.7% |
| 3M | +13.8% | +0.7% | +13.1% | +13.5% |
| 6M | +22.9% | +36.0% | -13.1% | +16.1% |
| YTD | +75.0% | +22.7% | +52.2% | +67.9% |
| 1Y | +96.9% | +34.1% | +62.8% | +86.0% |
| 3Y | +276.7% | -13.6% | +290.3% | +263.6% |
| 5Y | +1,157.0% | -26.0% | +1,183.0% | +985.8% |
| All | +1,157.0% | -27.5% | +1,184.6% | +985.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling