+4,029.2%
FDX vs WST
+14,250.0%
-10,220.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.0% | +0.2% | -2.7% |
| 7D | +2.9% | -5.8% | +8.7% | +4.7% |
| 30D | +9.6% | +5.3% | +4.3% | +8.0% |
| 3M | +2.4% | +11.8% | -9.5% | -1.0% |
| 6M | +9.2% | +26.7% | -17.5% | +1.6% |
| YTD | +37.7% | +43.0% | -5.3% | +23.0% |
| 1Y | +56.1% | +38.9% | +17.3% | +40.3% |
| 3Y | +68.9% | +18.2% | +50.8% | +46.9% |
| 5Y | +79.0% | -1.5% | +80.5% | +60.0% |
| 10Y | +163.9% | +439.0% | -275.1% | +31.0% |
| All | +4,029.2% | +14,250.0% | -10,220.8% | +824.7% |
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