-23.7%
FPS vs WST
+77.6%
-101.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.8% |
| 7D | +13.6% | +4.2% | +9.3% | +11.3% |
| 30D | -32.4% | +11.2% | -43.6% | -34.6% |
| 3M | -41.1% | +20.4% | -61.5% | -44.9% |
| 6M | -51.4% | +37.9% | -89.3% | -56.6% |
| All | -23.7% | +77.6% | -101.3% | -48.9% |
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