+23.0%
WST vs FLR
+39.7%
-16.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +1.4% | +5.1% | -3.7% | +0.7% |
| 30D | +12.7% | -0.5% | +13.2% | +12.6% |
| 3M | +17.2% | -3.5% | +20.6% | +17.3% |
| 6M | +26.7% | +16.5% | +10.2% | +23.2% |
| YTD | +50.3% | +27.3% | +23.0% | +42.9% |
| 1Y | +50.2% | +10.6% | +39.6% | +45.7% |
| All | +23.0% | +39.7% | -16.7% | +5.0% |
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