+336.1%
WST vs FWONK
+340.2%
-4.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | -1.7% | -7.7% | +6.0% | +0.1% |
| 3M | +4.9% | +5.7% | -0.8% | +3.4% |
| 6M | +45.5% | +13.5% | +32.1% | +41.0% |
| YTD | +26.1% | -3.0% | +29.1% | +26.4% |
| 1Y | +31.7% | -6.4% | +38.1% | +32.9% |
| 3Y | -12.1% | +43.8% | -55.9% | -21.0% |
| 5Y | -23.6% | +98.6% | -122.1% | -36.4% |
| All | +336.1% | +340.2% | -4.1% | +224.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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