-13.4%
WST vs FLR
+60.4%
-73.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -0.3% | +0.7% | -0.9% | -0.3% |
| 30D | -4.6% | -0.7% | -3.9% | -4.6% |
| 3M | +5.7% | +14.3% | -8.6% | +3.4% |
| 6M | +37.6% | +25.6% | +12.0% | +31.9% |
| YTD | +23.0% | +42.9% | -19.8% | +15.3% |
| 1Y | +33.8% | +38.7% | -4.9% | +25.6% |
| 3Y | -13.4% | +61.8% | -75.1% | -27.7% |
| All | -13.4% | +60.4% | -73.8% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling