+775.2%
FTI vs WST
-2.2%
+777.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.3% | +2.8% |
| 7D | -7.6% | -3.1% | -4.5% | -7.1% |
| 30D | -7.1% | +9.1% | -16.2% | -8.5% |
| 3M | -8.7% | +14.7% | -23.4% | -10.8% |
| 6M | -14.0% | +28.0% | -42.0% | -17.8% |
| YTD | +42.8% | +45.6% | -2.8% | +32.8% |
| 1Y | +50.4% | +45.7% | +4.7% | +39.7% |
| 3Y | +194.1% | +21.1% | +173.0% | +166.2% |
| All | +775.2% | -2.2% | +777.4% | +631.3% |
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