-68.5%
FLNC vs WST
-18.5%
-49.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.7% | +7.3% | +7.0% |
| 7D | +6.0% | -0.3% | +6.2% | +6.0% |
| 30D | -16.3% | -4.6% | -11.7% | -14.6% |
| 3M | -54.1% | +5.7% | -59.8% | -55.4% |
| 6M | -25.3% | +37.6% | -62.9% | -35.5% |
| YTD | -44.2% | +23.0% | -67.2% | -49.6% |
| 1Y | +53.1% | +33.8% | +19.3% | +32.2% |
| 3Y | -58.3% | -13.4% | -45.0% | -59.2% |
| All | -68.5% | -18.5% | -49.9% | -67.1% |
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