+8,075.7%
WST vs FLR
+603.8%
+7,471.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.5% |
| 7D | +0.7% | +5.4% | -4.7% | 0.0% |
| 30D | -3.1% | +11.4% | -14.5% | -4.9% |
| 3M | +7.2% | +11.4% | -4.2% | +4.9% |
| 6M | +36.8% | +16.6% | +20.2% | +32.2% |
| YTD | +23.8% | +41.7% | -17.9% | +16.0% |
| 1Y | +37.8% | +35.4% | +2.3% | +29.5% |
| 3Y | -15.9% | +57.3% | -73.2% | -24.7% |
| 5Y | -25.8% | +241.0% | -266.8% | -41.9% |
| 10Y | +319.6% | +16.6% | +303.0% | +252.4% |
| All | +8,075.7% | +603.8% | +7,471.8% | +4,379.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling