+39.8%
FTV vs WST
+24.3%
+15.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | 0.0% |
| 7D | +3.9% | +4.2% | -0.3% | +3.4% |
| 30D | +18.7% | +11.2% | +7.4% | +17.3% |
| 3M | +10.0% | +20.4% | -10.4% | +7.8% |
| 6M | +14.6% | +37.9% | -23.3% | +10.5% |
| YTD | +23.4% | +51.8% | -28.4% | +17.4% |
| 1Y | +31.3% | +56.6% | -25.3% | +24.4% |
| 3Y | +39.8% | +24.2% | +15.6% | +25.7% |
| All | +39.8% | +24.3% | +15.5% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling