-9.0%
WST vs FGI
-70.4%
+61.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.5% | -8.4% | -0.9% |
| 7D | +0.7% | +0.5% | +0.2% | +0.7% |
| 30D | -3.1% | +65.4% | -68.5% | -4.0% |
| 3M | +7.2% | +23.5% | -16.3% | +6.6% |
| 6M | +36.8% | +60.5% | -23.7% | +34.8% |
| YTD | +23.8% | +30.0% | -6.2% | +22.3% |
| 1Y | +37.8% | +82.1% | -44.3% | +33.7% |
| 3Y | -15.9% | -4.4% | -11.5% | -18.6% |
| All | -9.0% | -70.4% | +61.3% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling