-61.5%
FND vs WST
-27.4%
-34.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.4% |
| 7D | +0.4% | -0.3% | +0.6% | +0.5% |
| 30D | -23.6% | -4.6% | -19.0% | -22.3% |
| 3M | +4.3% | +5.7% | -1.4% | +2.4% |
| 6M | -20.3% | +37.6% | -57.8% | -28.6% |
| YTD | -21.3% | +23.0% | -44.3% | -27.1% |
| 1Y | -45.4% | +33.8% | -79.2% | -50.9% |
| 3Y | -48.9% | -13.4% | -35.5% | -50.0% |
| All | -61.5% | -27.4% | -34.2% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling