+49.2%
WST vs FLR
+12.3%
+36.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +1.4% | +5.1% | -3.7% | +0.9% |
| 30D | +12.7% | -0.5% | +13.2% | +12.5% |
| 3M | +17.2% | -3.5% | +20.6% | +17.1% |
| 6M | +26.7% | +16.5% | +10.2% | +24.3% |
| YTD | +50.3% | +27.3% | +23.0% | +40.0% |
| All | +49.2% | +12.3% | +36.8% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling