+333.6%
WST vs FIVN
+115.6%
+218.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | +0.4% | -11.3% | +11.7% | +2.7% |
| 30D | -2.0% | -7.3% | +5.3% | -0.9% |
| 3M | +4.1% | +41.7% | -37.6% | -3.9% |
| 6M | +47.4% | +78.3% | -30.8% | +27.5% |
| YTD | +25.4% | +50.9% | -25.5% | +11.5% |
| 1Y | +35.3% | +19.7% | +15.6% | +25.5% |
| 3Y | -11.7% | -55.7% | +44.1% | -3.4% |
| 5Y | -24.0% | -82.6% | +58.6% | -3.8% |
| All | +333.6% | +115.6% | +218.0% | +261.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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