+4.7%
FTV vs WST
-25.7%
+30.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -4.5% | +0.7% | -5.2% | -4.6% |
| 30D | -7.1% | -3.1% | -3.9% | -6.5% |
| 3M | -7.2% | +7.2% | -14.4% | -8.6% |
| 6M | -1.5% | +36.8% | -38.3% | -7.9% |
| YTD | +3.5% | +23.8% | -20.4% | -1.5% |
| 1Y | +20.3% | +37.8% | -17.4% | +11.8% |
| 3Y | -3.1% | -15.9% | +12.8% | -3.6% |
| All | +4.7% | -25.7% | +30.4% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling