+36.4%
FTV vs WST
+47.3%
-10.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | +6.6% | +1.3% | +5.3% | +6.3% |
| 30D | +19.1% | +8.5% | +10.6% | +17.4% |
| 3M | +13.1% | +17.2% | -4.1% | +10.0% |
| 6M | +14.0% | +36.3% | -22.3% | +7.3% |
| YTD | +24.2% | +48.9% | -24.7% | +13.7% |
| 1Y | +36.4% | +42.9% | -6.5% | +25.9% |
| All | +36.4% | +47.3% | -10.9% | +25.9% |
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 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