+66.4%
FND vs WST
+384.4%
-318.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.3% | +0.7% | +2.7% |
| 7D | +8.5% | +1.3% | +7.2% | +8.0% |
| 30D | +17.2% | +12.9% | +4.3% | +11.5% |
| 3M | -14.9% | +16.7% | -31.6% | -20.3% |
| 6M | +3.1% | +26.8% | -23.7% | -6.7% |
| YTD | -12.4% | +50.5% | -62.9% | -26.9% |
| 1Y | -10.0% | +52.9% | -62.9% | -25.4% |
| 3Y | -31.3% | +23.9% | -55.2% | -45.6% |
| 5Y | -60.3% | +1.0% | -61.3% | -65.5% |
| All | +66.4% | +384.4% | -318.0% | -36.0% |
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