+1,242.6%
WM vs FTI
+2,165.1%
-922.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -0.3% | +5.3% | -5.6% | -1.1% |
| 30D | -2.4% | +15.3% | -17.7% | -4.6% |
| 3M | +0.4% | +15.8% | -15.3% | -2.1% |
| 6M | -9.5% | +22.6% | -32.1% | -12.8% |
| YTD | +0.5% | +79.5% | -79.0% | -9.1% |
| 1Y | -1.1% | +102.0% | -103.1% | -12.4% |
| 3Y | +46.0% | +315.8% | -269.8% | +12.6% |
| 5Y | +51.8% | +1,129.5% | -1,077.7% | -6.6% |
| 10Y | +307.5% | +320.9% | -13.4% | +170.1% |
| All | +1,242.6% | +2,165.1% | -922.5% | +480.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling