+576.2%
FE vs WST
+5,650.0%
-5,073.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +1.9% | +0.7% | +1.2% | +1.8% |
| 30D | -1.2% | -3.1% | +2.0% | -0.6% |
| 3M | +3.5% | +7.2% | -3.7% | +2.1% |
| 6M | -6.1% | +36.8% | -42.9% | -11.4% |
| YTD | +7.6% | +23.8% | -16.2% | +3.0% |
| 1Y | +11.9% | +37.8% | -25.9% | +4.7% |
| 3Y | +48.4% | -15.9% | +64.3% | +45.1% |
| 5Y | +44.8% | -25.8% | +70.6% | +41.9% |
| 10Y | +115.9% | +319.6% | -203.7% | +43.3% |
| All | +576.2% | +5,650.0% | -5,073.8% | +167.9% |
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