+3,916.3%
FDX vs WST
+14,518.0%
-10,601.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -3.3% |
| 7D | -1.6% | -3.1% | +1.5% | -0.8% |
| 30D | +6.6% | +9.1% | -2.5% | +4.0% |
| 3M | -2.1% | +14.7% | -16.8% | -6.0% |
| 6M | +2.2% | +28.0% | -25.8% | -5.2% |
| YTD | +33.9% | +45.6% | -11.7% | +19.0% |
| 1Y | +50.2% | +45.7% | +4.6% | +33.2% |
| 3Y | +65.5% | +21.1% | +44.5% | +42.9% |
| 5Y | +74.1% | +0.3% | +73.7% | +54.8% |
| 10Y | +156.7% | +449.0% | -292.3% | +26.7% |
| All | +3,916.3% | +14,518.0% | -10,601.7% | +794.5% |
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 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