+18.9%
WST vs FGI
+2.3%
+16.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -5.8% | -11.6% | +5.8% | -5.7% |
| 30D | +5.3% | -3.3% | +8.6% | +5.3% |
| 3M | +11.8% | +65.6% | -53.8% | +11.2% |
| 6M | +26.7% | -2.8% | +29.5% | +26.5% |
| YTD | +43.0% | +30.1% | +12.8% | +41.9% |
| 1Y | +38.9% | +50.2% | -11.3% | +37.4% |
| All | +18.9% | +2.3% | +16.5% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling