+332.7%
WM vs FTV
+119.2%
+213.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.4% | +2.4% |
| 7D | +4.5% | -0.6% | +5.1% | +4.6% |
| 30D | +16.1% | +13.0% | +3.1% | +11.7% |
| 3M | +8.0% | +6.8% | +1.3% | +5.6% |
| 6M | +8.4% | +8.0% | +0.4% | +5.4% |
| YTD | +11.2% | +18.9% | -7.7% | +4.2% |
| 1Y | +22.3% | +30.8% | -8.5% | +11.1% |
| 3Y | +50.2% | +33.4% | +16.9% | +32.4% |
| 5Y | +63.3% | +12.7% | +50.6% | +49.9% |
| 10Y | +355.0% | +111.6% | +243.5% | +229.6% |
| All | +332.7% | +119.2% | +213.5% | +212.7% |
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