+740.8%
WST vs FWONK
+281.7%
+459.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.2% | -0.7% |
| 7D | -1.7% | -0.6% | -1.0% | -1.5% |
| 30D | -4.3% | -5.8% | +1.5% | -3.1% |
| 3M | +0.7% | +10.0% | -9.3% | -1.5% |
| 6M | +36.0% | +14.7% | +21.4% | +31.5% |
| YTD | +22.7% | -1.7% | +24.5% | +22.7% |
| 1Y | +34.1% | -4.6% | +38.7% | +34.7% |
| 3Y | -13.6% | +46.7% | -60.2% | -22.3% |
| 5Y | -26.0% | +99.4% | -125.4% | -38.0% |
| 10Y | +335.8% | +345.6% | -9.8% | +198.6% |
| All | +740.8% | +281.7% | +459.1% | +467.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling