+76.3%
FDX vs WST
+1.6%
+74.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.5% | +1.4% | -0.9% | +0.2% |
| 30D | +9.5% | +12.7% | -3.2% | +7.2% |
| 3M | -1.3% | +17.2% | -18.5% | -4.1% |
| 6M | +5.5% | +26.7% | -21.1% | +0.9% |
| YTD | +38.9% | +50.3% | -11.4% | +28.3% |
| 1Y | +58.8% | +50.2% | +8.6% | +46.6% |
| 3Y | +71.1% | +21.7% | +49.4% | +55.5% |
| 5Y | +76.3% | +2.0% | +74.3% | +59.8% |
| All | +76.3% | +1.6% | +74.7% | +59.8% |
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 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