+291.0%
WM vs FTV
+90.8%
+200.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -0.9% |
| 7D | -0.3% | -4.5% | +4.2% | +1.1% |
| 30D | -2.4% | -7.1% | +4.7% | -0.2% |
| 3M | +0.4% | -7.2% | +7.6% | +2.4% |
| 6M | -9.5% | -1.5% | -8.0% | -9.5% |
| YTD | +0.5% | +3.5% | -3.0% | -1.6% |
| 1Y | -1.1% | +20.3% | -21.4% | -7.9% |
| 3Y | +46.0% | -3.1% | +49.2% | +43.0% |
| 5Y | +51.8% | +2.3% | +49.5% | +43.2% |
| 10Y | +307.5% | +76.3% | +231.2% | +209.2% |
| All | +291.0% | +90.8% | +200.2% | +195.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling