+114.4%
FE vs WST
+321.8%
-207.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | +1.9% | +0.7% | +1.2% | +1.8% |
| 30D | -1.2% | -3.1% | +2.0% | -0.7% |
| 3M | +3.5% | +7.2% | -3.7% | +2.4% |
| 6M | -6.1% | +36.8% | -42.9% | -10.5% |
| YTD | +7.6% | +23.8% | -16.2% | +3.8% |
| 1Y | +11.9% | +37.8% | -25.9% | +5.9% |
| 3Y | +48.4% | -15.9% | +64.3% | +47.1% |
| 5Y | +44.8% | -25.8% | +70.6% | +45.3% |
| All | +114.4% | +321.8% | -207.4% | +38.0% |
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