+336.4%
WM vs FTI
+184.4%
+152.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -2.4% |
| 7D | +1.2% | -7.6% | +8.8% | +2.0% |
| 30D | +13.1% | -7.1% | +20.2% | +13.7% |
| 3M | +3.6% | -8.7% | +12.3% | +4.3% |
| 6M | +8.1% | -14.0% | +22.1% | +9.3% |
| YTD | +8.9% | +42.8% | -33.9% | +4.0% |
| 1Y | +20.3% | +50.4% | -30.0% | +14.3% |
| 3Y | +46.2% | +194.1% | -147.9% | +27.2% |
| 5Y | +59.9% | +775.2% | -715.3% | +19.3% |
| All | +336.4% | +184.4% | +152.0% | +223.7% |
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