+93.9%
FTV vs WST
+362.2%
-268.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -4.5% | +0.7% | -5.2% | -4.7% |
| 30D | -7.1% | -3.1% | -3.9% | -6.4% |
| 3M | -7.2% | +7.2% | -14.4% | -8.9% |
| 6M | -1.5% | +36.8% | -38.3% | -9.2% |
| YTD | +3.5% | +23.8% | -20.4% | -2.5% |
| 1Y | +20.3% | +37.8% | -17.4% | +10.1% |
| 3Y | -3.1% | -15.9% | +12.8% | -4.9% |
| 5Y | +2.3% | -25.8% | +28.2% | +1.4% |
| 10Y | +76.3% | +319.6% | -243.3% | -4.2% |
| All | +93.9% | +362.2% | -268.3% | +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 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