+56.7%
FND vs WST
+298.7%
-242.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | -5.2% | +0.7% | -6.0% | -5.5% |
| 30D | -19.9% | -3.1% | -16.7% | -18.8% |
| 3M | +2.7% | +7.2% | -4.5% | -0.3% |
| 6M | -21.7% | +36.8% | -58.5% | -31.7% |
| YTD | -17.5% | +23.8% | -41.4% | -25.3% |
| 1Y | -39.3% | +37.8% | -77.1% | -47.7% |
| 3Y | -49.8% | -15.9% | -33.9% | -51.4% |
| 5Y | -60.1% | -25.8% | -34.3% | -59.6% |
| All | +56.7% | +298.7% | -242.0% | -34.6% |
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