+20.2%
FTV vs WST
+37.6%
-17.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -4.6% | +0.7% | -5.3% | -4.7% |
| 30D | -7.2% | -3.1% | -4.0% | -6.7% |
| 3M | -7.3% | +7.2% | -14.5% | -8.8% |
| 6M | -1.6% | +36.8% | -38.4% | -8.7% |
| YTD | +3.3% | +23.8% | -20.5% | -2.3% |
| 1Y | +20.2% | +37.8% | -17.6% | +7.3% |
| All | +20.2% | +37.6% | -17.4% | +7.3% |
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