+20.4%
WM vs FTV
+32.5%
-12.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | +1.2% | +1.4% | -0.2% | +0.9% |
| 30D | +13.7% | +18.3% | -4.6% | +11.1% |
| 3M | +5.2% | +9.8% | -4.6% | +3.8% |
| 6M | +11.2% | +12.3% | -1.1% | +9.2% |
| YTD | +9.4% | +23.1% | -13.7% | +6.2% |
| 1Y | +20.4% | +32.5% | -12.1% | +15.4% |
| All | +20.4% | +32.5% | -12.1% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling