+330.3%
WM vs FTV
+109.2%
+221.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +3.2% | +3.9% | -0.7% | +2.0% |
| 30D | +13.0% | +18.7% | -5.6% | +7.1% |
| 3M | +9.2% | +10.0% | -0.8% | +5.8% |
| 6M | +13.6% | +14.6% | -0.9% | +8.4% |
| YTD | +12.4% | +23.4% | -11.0% | +4.0% |
| 1Y | +21.2% | +31.3% | -10.1% | +9.9% |
| 3Y | +48.7% | +39.8% | +8.9% | +28.8% |
| 5Y | +61.9% | +17.7% | +44.2% | +46.5% |
| All | +330.3% | +109.2% | +221.1% | +209.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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