+324.5%
WST vs FDS
+77.6%
+247.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +0.8% |
| 7D | -0.3% | -5.4% | +5.1% | +1.6% |
| 30D | -4.6% | +1.6% | -6.2% | -5.4% |
| 3M | +5.7% | +17.7% | -12.0% | -1.5% |
| 6M | +37.6% | +29.1% | +8.5% | +21.8% |
| YTD | +23.0% | +1.0% | +22.1% | +19.4% |
| 1Y | +33.8% | -21.6% | +55.5% | +43.4% |
| 3Y | -13.4% | -30.1% | +16.8% | -4.4% |
| 5Y | -27.0% | -20.7% | -6.2% | -24.2% |
| 10Y | +324.5% | +78.3% | +246.2% | +204.0% |
| All | +324.5% | +77.6% | +247.0% | +204.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling