+330.8%
WM vs FTI
+183.5%
+147.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | +1.2% | +5.4% | -4.2% | +0.6% |
| 30D | +15.2% | -8.2% | +23.4% | +16.1% |
| 3M | +8.3% | -13.7% | +22.0% | +9.7% |
| 6M | +13.1% | -11.2% | +24.3% | +14.0% |
| YTD | +12.5% | +46.0% | -33.5% | +7.3% |
| 1Y | +21.8% | +51.8% | -30.0% | +15.6% |
| 3Y | +48.8% | +206.7% | -158.0% | +28.9% |
| 5Y | +62.1% | +862.0% | -799.9% | +19.6% |
| All | +330.8% | +183.5% | +147.3% | +217.7% |
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