+328.7%
WM vs FTI
+185.2%
+143.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -0.5% | -4.3% | +3.9% | -0.1% |
| 30D | +13.3% | -8.0% | +21.3% | +14.1% |
| 3M | +4.4% | -8.0% | +12.4% | +5.0% |
| 6M | +10.8% | -8.7% | +19.5% | +11.4% |
| YTD | +9.1% | +43.9% | -34.8% | +4.1% |
| 1Y | +19.1% | +49.8% | -30.7% | +13.2% |
| 3Y | +45.7% | +211.7% | -166.0% | +25.9% |
| 5Y | +60.4% | +781.6% | -721.1% | +19.7% |
| 10Y | +328.7% | +180.2% | +148.6% | +217.3% |
| All | +328.7% | +185.2% | +143.5% | +217.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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