+1,400.5%
FANG vs WST
+1,270.4%
+130.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -1.7% | -0.3% | -1.5% | -1.7% |
| 30D | +6.8% | -4.6% | +11.4% | +7.6% |
| 3M | +1.3% | +5.7% | -4.4% | +0.1% |
| 6M | +11.8% | +37.6% | -25.8% | +5.2% |
| YTD | +35.1% | +23.0% | +12.0% | +29.3% |
| 1Y | +48.9% | +33.8% | +15.1% | +40.1% |
| 3Y | +42.8% | -13.4% | +56.2% | +38.9% |
| 5Y | +230.3% | -27.0% | +257.2% | +227.1% |
| 10Y | +167.0% | +324.5% | -157.5% | +37.6% |
| All | +1,400.5% | +1,270.4% | +130.1% | +444.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling