+655.5%
FN vs WST
+431.2%
+224.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.0% | -10.3% | -13.2% |
| 7D | -16.0% | -5.8% | -10.2% | -14.5% |
| 30D | -40.1% | +5.3% | -45.4% | -40.9% |
| 3M | -43.9% | +11.8% | -55.7% | -45.7% |
| 6M | -55.6% | +26.7% | -82.3% | -58.6% |
| YTD | -35.7% | +43.0% | -78.6% | -42.2% |
| 1Y | -39.8% | +38.9% | -78.7% | -45.5% |
| 3Y | +80.3% | +18.2% | +62.1% | +58.0% |
| 5Y | +143.3% | -1.5% | +144.8% | +121.4% |
| All | +655.5% | +431.2% | +224.3% | +203.3% |
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 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