+3,689.8%
FN vs WST
+1,944.3%
+1,745.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.4% |
| 7D | -1.7% | +0.7% | -2.4% | -2.0% |
| 30D | -22.0% | -3.1% | -18.8% | -21.1% |
| 3M | -43.0% | +7.2% | -50.2% | -44.5% |
| 6M | -27.7% | +36.8% | -64.6% | -36.1% |
| YTD | -10.5% | +23.8% | -34.4% | -18.0% |
| 1Y | +12.5% | +37.8% | -25.3% | -1.2% |
| 3Y | +153.8% | -15.9% | +169.7% | +145.0% |
| 5Y | +288.0% | -25.8% | +313.8% | +282.1% |
| 10Y | +906.4% | +319.6% | +586.8% | +246.0% |
| All | +3,689.8% | +1,944.3% | +1,745.5% | +284.1% |
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