+122.6%
FTV vs WST
+443.6%
-320.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -1.9% | -0.5% |
| 7D | +0.2% | -3.1% | +3.3% | +1.0% |
| 30D | +15.7% | +9.1% | +6.6% | +13.3% |
| 3M | +7.5% | +14.7% | -7.2% | +4.1% |
| 6M | +8.5% | +28.0% | -19.5% | +2.0% |
| YTD | +18.8% | +45.6% | -26.9% | +7.7% |
| 1Y | +28.5% | +45.7% | -17.1% | +16.5% |
| 3Y | +34.0% | +21.1% | +12.9% | +18.3% |
| 5Y | +12.6% | +0.3% | +12.3% | +3.0% |
| 10Y | +111.4% | +449.0% | -337.6% | +8.0% |
| All | +122.6% | +443.6% | -320.9% | +14.1% |
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