+28.5%
WST vs FIGR
+6.3%
+22.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.1% | -0.6% |
| 7D | -0.3% | +13.5% | -13.8% | -0.1% |
| 30D | -4.6% | +33.7% | -38.3% | -4.3% |
| 3M | +5.7% | +37.3% | -31.6% | +6.2% |
| 6M | +37.6% | +25.5% | +12.0% | +37.6% |
| YTD | +23.0% | -6.3% | +29.3% | +23.1% |
| All | +28.5% | +6.3% | +22.2% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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