+130.7%
FTV vs WST
+460.9%
-330.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +1.0% |
| 7D | +1.4% | +1.4% | 0.0% | +1.1% |
| 30D | +18.3% | +12.7% | +5.6% | +15.0% |
| 3M | +9.8% | +17.2% | -7.3% | +5.8% |
| 6M | +12.3% | +26.7% | -14.3% | +5.9% |
| YTD | +23.1% | +50.3% | -27.2% | +10.8% |
| 1Y | +32.5% | +50.2% | -17.7% | +19.2% |
| 3Y | +38.3% | +21.7% | +16.6% | +22.4% |
| 5Y | +16.8% | +2.0% | +14.8% | +6.6% |
| 10Y | +106.6% | +451.1% | -344.5% | +5.6% |
| All | +130.7% | +460.9% | -330.2% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling