-86.6%
FLNC vs WST
+0.5%
-87.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.7% |
| 7D | -11.2% | +4.2% | -15.4% | -12.8% |
| 30D | -24.6% | +11.2% | -35.9% | -27.8% |
| 3M | -64.6% | +20.4% | -85.0% | -67.3% |
| 6M | -78.8% | +37.9% | -116.7% | -81.7% |
| YTD | -76.3% | +51.8% | -128.1% | -80.5% |
| 1Y | -71.2% | +56.6% | -127.8% | -76.7% |
| 3Y | -71.9% | +24.2% | -96.1% | -77.7% |
| 5Y | -87.5% | +0.7% | -88.2% | -88.1% |
| All | -86.6% | +0.5% | -87.1% | -87.3% |
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