+6,711.8%
WST vs FDS
+9,502.8%
-2,791.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | 0.0% |
| 7D | +0.7% | -1.9% | +2.6% | +1.2% |
| 30D | -3.1% | +9.0% | -12.2% | -5.2% |
| 3M | +7.2% | +18.9% | -11.6% | +2.1% |
| 6M | +36.8% | +35.1% | +1.7% | +25.3% |
| YTD | +23.8% | +5.5% | +18.4% | +19.8% |
| 1Y | +37.8% | -16.8% | +54.6% | +40.2% |
| 3Y | -15.9% | -28.1% | +12.2% | -12.1% |
| 5Y | -25.8% | -17.4% | -8.4% | -24.9% |
| 10Y | +319.6% | +85.4% | +234.2% | +252.4% |
| All | +6,711.8% | +9,502.8% | -2,791.0% | +3,590.4% |
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