-2.7%
FTV vs WST
-15.4%
+12.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -4.5% | +0.7% | -5.2% | -4.6% |
| 30D | -7.1% | -3.1% | -3.9% | -6.7% |
| 3M | -7.2% | +7.2% | -14.4% | -8.0% |
| 6M | -1.5% | +36.8% | -38.3% | -5.4% |
| YTD | +3.5% | +23.8% | -20.4% | +0.4% |
| 1Y | +20.3% | +37.8% | -17.4% | +15.3% |
| All | -2.7% | -15.4% | +12.7% | +0.7% |
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