+149.2%
FDX vs WST
+441.1%
-291.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -3.2% |
| 7D | -1.6% | -3.1% | +1.5% | -0.9% |
| 30D | +6.6% | +9.1% | -2.5% | +4.4% |
| 3M | -2.1% | +14.7% | -16.8% | -5.3% |
| 6M | +2.2% | +28.0% | -25.8% | -4.0% |
| YTD | +33.9% | +45.6% | -11.7% | +21.4% |
| 1Y | +50.2% | +45.7% | +4.6% | +35.9% |
| 3Y | +65.5% | +21.1% | +44.5% | +45.9% |
| 5Y | +74.1% | +0.3% | +73.7% | +58.2% |
| All | +149.2% | +441.1% | -291.9% | +21.9% |
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 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