+743.6%
FN vs WST
+441.1%
+302.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.9% | +9.8% | +11.2% |
| 7D | 0.0% | -3.1% | +3.1% | +1.0% |
| 30D | -34.3% | +9.1% | -43.4% | -35.7% |
| 3M | -39.9% | +14.7% | -54.6% | -42.1% |
| 6M | -51.8% | +28.0% | -79.8% | -55.1% |
| YTD | -28.1% | +45.6% | -73.8% | -35.7% |
| 1Y | -29.1% | +45.7% | -74.7% | -36.6% |
| 3Y | +102.4% | +21.1% | +81.4% | +76.3% |
| 5Y | +171.7% | +0.3% | +171.3% | +146.1% |
| All | +743.6% | +441.1% | +302.4% | +237.2% |
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