+52.4%
FND vs WST
+382.6%
-330.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.2% |
| 7D | -5.1% | +4.9% | -10.0% | -7.0% |
| 30D | +9.2% | +10.7% | -1.5% | +4.8% |
| 3M | -17.7% | +16.8% | -34.5% | -22.9% |
| 6M | +2.5% | +32.0% | -29.5% | -8.8% |
| YTD | -19.8% | +49.9% | -69.7% | -33.0% |
| 1Y | -22.7% | +50.6% | -73.3% | -35.5% |
| 3Y | -38.3% | +21.4% | -59.7% | -50.5% |
| 5Y | -63.0% | -0.6% | -62.4% | -67.5% |
| All | +52.4% | +382.6% | -330.3% | -41.3% |
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