+120.9%
FE vs WST
+446.4%
-325.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -0.5% | +1.4% | -1.9% | -0.7% |
| 30D | +4.3% | +12.7% | -8.4% | +2.6% |
| 3M | +0.4% | +17.2% | -16.8% | -1.9% |
| 6M | +6.9% | +26.7% | -19.7% | +3.2% |
| YTD | +8.0% | +50.3% | -42.3% | +1.3% |
| 1Y | +4.8% | +50.2% | -45.4% | -1.7% |
| 3Y | +49.0% | +21.7% | +27.2% | +38.0% |
| 5Y | +46.2% | +2.0% | +44.2% | +38.0% |
| 10Y | +120.9% | +451.1% | -330.2% | +33.6% |
| All | +120.9% | +446.4% | -325.5% | +33.6% |
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