+225.6%
FANG vs WST
-23.9%
+249.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | +2.9% | +1.8% | +1.0% | +2.7% |
| 30D | +2.6% | -1.7% | +4.3% | +2.8% |
| 3M | +7.6% | +4.9% | +2.7% | +7.1% |
| 6M | +17.3% | +45.5% | -28.2% | +13.0% |
| YTD | +38.7% | +26.1% | +12.5% | +35.3% |
| 1Y | +51.6% | +31.7% | +20.0% | +47.2% |
| 3Y | +50.0% | -12.1% | +62.0% | +47.0% |
| All | +225.6% | -23.9% | +249.5% | +193.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 5y: compounded portfolio wealth divided by compounded WST 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…
5y analysis · Full analysis span regression · 6 months rolling