+336.4%
WM vs FTV
+109.5%
+226.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +1.2% | +0.2% | +1.0% | +1.1% |
| 30D | +13.1% | +15.7% | -2.6% | +8.0% |
| 3M | +3.6% | +7.5% | -3.9% | +1.1% |
| 6M | +8.1% | +8.5% | -0.4% | +4.9% |
| YTD | +8.9% | +18.8% | -9.9% | +2.0% |
| 1Y | +20.3% | +28.5% | -8.2% | +9.8% |
| 3Y | +46.2% | +34.0% | +12.2% | +28.4% |
| 5Y | +59.9% | +12.6% | +47.3% | +46.7% |
| All | +336.4% | +109.5% | +226.9% | +215.4% |
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