+324.8%
WM vs FTI
+180.1%
+144.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.1% |
| 7D | +0.8% | +1.4% | -0.6% | +0.6% |
| 30D | +13.8% | -6.3% | +20.1% | +14.4% |
| 3M | +6.4% | -13.1% | +19.5% | +7.7% |
| 6M | +13.2% | -8.0% | +21.2% | +13.7% |
| YTD | +10.8% | +47.1% | -36.3% | +5.5% |
| 1Y | +20.2% | +50.7% | -30.5% | +14.1% |
| 3Y | +46.5% | +209.0% | -162.5% | +26.8% |
| 5Y | +61.3% | +847.0% | -785.7% | +19.3% |
| 10Y | +324.8% | +184.3% | +140.5% | +213.0% |
| All | +324.8% | +180.1% | +144.7% | +213.0% |
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