+102.4%
FN vs WST
+19.1%
+83.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.9% | +9.8% | +11.4% |
| 7D | 0.0% | -3.1% | +3.1% | +0.4% |
| 30D | -34.3% | +9.1% | -43.4% | -35.0% |
| 3M | -39.9% | +14.7% | -54.6% | -40.9% |
| 6M | -51.8% | +28.0% | -79.8% | -53.5% |
| YTD | -28.1% | +45.6% | -73.8% | -32.3% |
| 1Y | -29.1% | +45.7% | -74.7% | -33.2% |
| 3Y | +102.4% | +21.1% | +81.4% | +84.8% |
| All | +102.4% | +19.1% | +83.4% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling