+44.7%
WM vs FTI
+209.3%
-164.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.3% |
| 7D | +1.2% | -3.3% | +4.4% | +1.3% |
| 30D | +13.7% | -7.2% | +20.9% | +14.0% |
| 3M | +5.2% | -12.9% | +18.1% | +5.9% |
| 6M | +11.2% | -7.9% | +19.0% | +11.4% |
| YTD | +9.4% | +45.2% | -35.7% | +5.2% |
| 1Y | +20.4% | +48.1% | -27.7% | +15.5% |
| 3Y | +44.7% | +205.0% | -160.3% | +30.6% |
| All | +44.7% | +209.3% | -164.6% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling