+604.5%
TDG vs WST
+456.5%
+147.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | -0.1% | +0.9% |
| 7D | +1.7% | +4.2% | -2.5% | +0.8% |
| 30D | +9.7% | +11.2% | -1.5% | +7.2% |
| 3M | -2.3% | +20.4% | -22.7% | -6.3% |
| 6M | +1.3% | +37.9% | -36.6% | -5.9% |
| YTD | -8.5% | +51.8% | -60.3% | -17.3% |
| 1Y | -8.1% | +56.6% | -64.8% | -17.7% |
| 3Y | +43.4% | +24.2% | +19.2% | +27.6% |
| 5Y | +127.8% | +0.7% | +127.1% | +109.1% |
| All | +604.5% | +456.5% | +147.9% | +209.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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