+102.2%
FE vs WST
+441.1%
-338.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.7% |
| 7D | -1.0% | -3.1% | +2.1% | -0.6% |
| 30D | +4.1% | +9.1% | -4.9% | +2.9% |
| 3M | -1.0% | +14.7% | -15.7% | -3.0% |
| 6M | +4.0% | +28.0% | -24.0% | +0.2% |
| YTD | +6.8% | +45.6% | -38.8% | +0.7% |
| 1Y | +5.3% | +45.7% | -40.4% | -0.9% |
| 3Y | +44.6% | +21.1% | +23.5% | +33.7% |
| 5Y | +44.2% | +0.3% | +43.9% | +36.1% |
| All | +102.2% | +441.1% | -338.9% | +21.0% |
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