+1,750.9%
FTI vs WST
+8,270.3%
-6,519.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +1.4% | +1.0% | +0.4% | +1.1% |
| 30D | -6.3% | +12.3% | -18.6% | -9.8% |
| 3M | -13.1% | +17.5% | -30.6% | -17.7% |
| 6M | -8.0% | +28.2% | -36.2% | -15.7% |
| YTD | +47.1% | +50.4% | -3.3% | +26.5% |
| 1Y | +50.7% | +49.3% | +1.4% | +29.8% |
| 3Y | +209.0% | +21.8% | +187.1% | +160.8% |
| 5Y | +847.0% | +0.3% | +846.7% | +723.0% |
| 10Y | +184.3% | +451.2% | -266.9% | +9.8% |
| All | +1,750.9% | +8,270.3% | -6,519.4% | +172.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling