+76.5%
FTV vs WSM
+1,071.8%
-995.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | -4.0% | -0.5% | -3.4% | -3.8% |
| 30D | -11.0% | -7.7% | -3.3% | -9.2% |
| 3M | -8.4% | +3.8% | -12.2% | -9.4% |
| 6M | -2.6% | +22.7% | -25.2% | -7.8% |
| YTD | -0.6% | +28.0% | -28.6% | -7.1% |
| 1Y | +11.0% | +12.7% | -1.8% | +6.7% |
| 3Y | -6.3% | +231.3% | -237.6% | -34.1% |
| 5Y | -1.5% | +177.2% | -178.7% | -30.4% |
| All | +76.5% | +1,071.8% | -995.2% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling