+10.5%
WST vs FGI
-68.3%
+78.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.9% | -5.8% | 0.0% |
| 7D | +1.1% | +6.9% | -5.8% | +1.0% |
| 30D | +12.4% | +3.9% | +8.5% | +12.3% |
| 3M | +17.6% | +74.3% | -56.7% | +16.5% |
| 6M | +28.3% | +28.9% | -0.7% | +27.4% |
| YTD | +50.5% | +39.1% | +11.4% | +48.6% |
| 1Y | +49.4% | +49.3% | 0.0% | +47.0% |
| 3Y | +21.9% | +5.7% | +16.2% | +17.8% |
| All | +10.5% | -68.3% | +78.8% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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