+59.7%
WM vs FTI
+776.4%
-716.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -2.3% |
| 7D | +1.2% | -7.6% | +8.8% | +1.7% |
| 30D | +13.1% | -7.1% | +20.2% | +13.5% |
| 3M | +3.6% | -8.7% | +12.3% | +4.0% |
| 6M | +8.1% | -14.0% | +22.1% | +8.9% |
| YTD | +8.9% | +42.8% | -33.9% | +5.2% |
| 1Y | +20.3% | +50.4% | -30.0% | +15.7% |
| 3Y | +46.2% | +194.1% | -147.9% | +31.9% |
| All | +59.7% | +776.4% | -716.7% | +30.3% |
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