+149.8%
FDX vs WST
+449.7%
-300.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | +0.8% | +4.9% | -4.1% | -0.3% |
| 30D | +9.9% | +10.7% | -0.8% | +7.3% |
| 3M | -1.9% | +16.8% | -18.7% | -5.6% |
| 6M | +6.1% | +32.0% | -25.9% | -1.0% |
| YTD | +38.8% | +49.9% | -11.1% | +24.9% |
| 1Y | +50.0% | +50.6% | -0.6% | +34.7% |
| 3Y | +71.0% | +21.4% | +49.6% | +51.2% |
| 5Y | +72.5% | -0.6% | +73.1% | +57.9% |
| All | +149.8% | +449.7% | -300.0% | +20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling