+492.9%
WM vs FTAI
+2,364.0%
-1,871.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +11.0% | -13.0% | -2.8% |
| 7D | +1.2% | -3.7% | +4.9% | +1.3% |
| 30D | +13.1% | +3.1% | +10.0% | +12.5% |
| 3M | +3.6% | -18.3% | +22.0% | +4.6% |
| 6M | +8.1% | -36.6% | +44.7% | +10.6% |
| YTD | +8.9% | -7.9% | +16.8% | +7.3% |
| 1Y | +20.3% | +12.0% | +8.4% | +16.3% |
| 3Y | +46.2% | +361.5% | -315.4% | +16.3% |
| 5Y | +59.9% | +819.9% | -760.0% | +15.1% |
| 10Y | +345.6% | +2,737.4% | -2,391.9% | +183.0% |
| All | +492.9% | +2,364.0% | -1,871.2% | +274.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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