+156.3%
FDX vs WST
+466.7%
-310.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.2% | +2.7% |
| 7D | +0.2% | +1.3% | -1.1% | -0.1% |
| 30D | +9.3% | +12.9% | -3.6% | +6.2% |
| 3M | +0.5% | +16.7% | -16.2% | -3.2% |
| 6M | +5.3% | +26.8% | -21.5% | -0.8% |
| YTD | +38.6% | +50.5% | -11.9% | +24.6% |
| 1Y | +53.5% | +52.9% | +0.6% | +37.3% |
| 3Y | +74.2% | +23.9% | +50.3% | +53.0% |
| 5Y | +75.3% | +1.0% | +74.2% | +59.6% |
| 10Y | +156.3% | +451.4% | -295.1% | +24.5% |
| All | +156.3% | +466.7% | -310.5% | +24.5% |
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