+451.5%
WST vs FLR
+9.0%
+442.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +1.1% | +6.3% | -5.3% | +0.6% |
| 30D | +12.4% | +1.8% | +10.6% | +12.2% |
| 3M | +17.6% | -4.4% | +22.0% | +17.8% |
| 6M | +28.3% | +15.9% | +12.4% | +26.3% |
| YTD | +50.5% | +27.7% | +22.8% | +46.7% |
| 1Y | +49.4% | +11.6% | +37.8% | +47.0% |
| 3Y | +21.9% | +39.9% | -18.0% | +16.6% |
| 5Y | +0.4% | +127.5% | -127.1% | -6.7% |
| 10Y | +451.5% | +11.6% | +439.9% | +476.6% |
| All | +451.5% | +9.0% | +442.5% | +476.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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