+306.4%
WM vs FTI
+311.9%
-5.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -0.3% | +5.3% | -5.6% | -0.8% |
| 30D | -2.4% | +15.3% | -17.7% | -3.9% |
| 3M | +0.4% | +15.8% | -15.3% | -1.3% |
| 6M | -9.5% | +22.6% | -32.1% | -11.7% |
| YTD | +0.5% | +79.5% | -79.0% | -6.0% |
| 1Y | -1.1% | +102.0% | -103.1% | -8.8% |
| 3Y | +46.0% | +315.8% | -269.8% | +22.6% |
| 5Y | +51.8% | +1,129.5% | -1,077.7% | +9.2% |
| All | +306.4% | +311.9% | -5.5% | +184.9% |
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