+110.7%
FE vs WST
+466.7%
-356.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | -0.1% |
| 7D | -1.1% | +1.3% | -2.4% | -1.3% |
| 30D | +4.6% | +12.9% | -8.2% | +2.8% |
| 3M | -0.8% | +16.7% | -17.5% | -3.0% |
| 6M | +7.3% | +26.8% | -19.6% | +3.5% |
| YTD | +8.3% | +50.5% | -42.2% | +1.6% |
| 1Y | +5.7% | +52.9% | -47.2% | -1.2% |
| 3Y | +49.0% | +23.9% | +25.1% | +37.5% |
| 5Y | +49.2% | +1.0% | +48.2% | +41.3% |
| 10Y | +110.7% | +451.4% | -340.7% | +25.7% |
| All | +110.7% | +466.7% | -356.0% | +25.7% |
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 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