-22.1%
FPS vs WST
+76.0%
-98.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +3.3% | +12.7% | +14.3% |
| 7D | -8.0% | +1.3% | -9.3% | -8.2% |
| 30D | -43.5% | +12.9% | -56.4% | -45.7% |
| 3M | -41.6% | +16.7% | -58.3% | -44.6% |
| 6M | -44.0% | +26.8% | -70.9% | -48.3% |
| All | -22.1% | +76.0% | -98.1% | -47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling