+7,910.8%
WST vs FDS
+10,327.4%
-2,416.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.7% | +5.6% | +2.7% |
| 7D | -3.1% | -0.5% | -2.6% | -3.1% |
| 30D | +9.1% | +20.2% | -11.1% | +4.3% |
| 3M | +14.7% | +19.9% | -5.2% | +9.3% |
| 6M | +28.0% | +56.2% | -28.2% | +13.4% |
| YTD | +45.6% | +14.6% | +31.1% | +37.5% |
| 1Y | +45.7% | +31.6% | +14.1% | +32.8% |
| 3Y | +21.1% | -23.8% | +44.9% | +24.4% |
| 5Y | +0.3% | -22.6% | +22.9% | +2.6% |
| 10Y | +449.0% | +139.3% | +309.7% | +335.5% |
| All | +7,910.8% | +10,327.4% | -2,416.6% | +4,137.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling