+906.2%
FN vs WST
+321.8%
+584.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.4% |
| 7D | -1.7% | +0.7% | -2.4% | -1.9% |
| 30D | -22.0% | -3.1% | -18.8% | -21.3% |
| 3M | -43.0% | +7.2% | -50.2% | -44.1% |
| 6M | -27.7% | +36.8% | -64.6% | -34.2% |
| YTD | -10.5% | +23.8% | -34.4% | -16.3% |
| 1Y | +12.5% | +37.8% | -25.3% | +2.1% |
| 3Y | +153.8% | -15.9% | +169.7% | +149.2% |
| 5Y | +288.0% | -25.8% | +313.8% | +287.9% |
| All | +906.2% | +321.8% | +584.4% | +397.7% |
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