+2,159.9%
FTI vs WST
+6,792.5%
-4,632.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +5.3% | +0.7% | +4.5% | +5.0% |
| 30D | +15.3% | -3.1% | +18.5% | +16.5% |
| 3M | +15.8% | +7.2% | +8.6% | +12.7% |
| 6M | +22.6% | +36.8% | -14.2% | +9.2% |
| YTD | +79.5% | +23.8% | +55.7% | +64.7% |
| 1Y | +102.0% | +37.8% | +64.3% | +78.3% |
| 3Y | +315.8% | -15.9% | +331.7% | +297.2% |
| 5Y | +1,129.5% | -25.8% | +1,155.3% | +1,081.7% |
| 10Y | +320.9% | +319.6% | +1.3% | +78.7% |
| All | +2,159.9% | +6,792.5% | -4,632.6% | +255.3% |
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 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