+602.8%
FICO vs WST
+321.8%
+281.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.8% | -15.9% | -16.4% |
| 7D | -19.2% | +0.7% | -19.9% | -19.3% |
| 30D | -14.6% | -3.1% | -11.4% | -13.6% |
| 3M | -20.1% | +7.2% | -27.3% | -22.2% |
| 6M | -36.3% | +36.8% | -73.1% | -43.1% |
| YTD | -44.9% | +23.8% | -68.7% | -49.2% |
| 1Y | -38.6% | +37.8% | -76.4% | -45.8% |
| 3Y | +4.0% | -15.9% | +19.9% | +0.8% |
| 5Y | +99.5% | -25.8% | +125.4% | +97.2% |
| All | +602.8% | +321.8% | +281.0% | +189.4% |
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