+53.9%
WM vs FTI
+1,129.5%
-1,075.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -0.3% | +5.3% | -5.6% | -0.7% |
| 30D | -2.4% | +15.3% | -17.7% | -3.4% |
| 3M | +0.4% | +15.8% | -15.3% | -0.7% |
| 6M | -9.5% | +22.6% | -32.1% | -11.0% |
| YTD | +0.5% | +79.5% | -79.0% | -4.1% |
| 1Y | -1.1% | +102.0% | -103.1% | -6.6% |
| 3Y | +46.0% | +315.8% | -269.8% | +29.2% |
| All | +53.9% | +1,129.5% | -1,075.6% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling