-12.5%
TDG vs WST
+37.8%
-50.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.2% |
| 7D | -2.7% | +0.4% | -3.1% | -2.7% |
| 30D | -9.3% | -2.0% | -7.2% | -9.0% |
| 3M | -7.1% | +4.1% | -11.1% | -7.9% |
| 6M | -11.2% | +47.4% | -58.6% | -17.1% |
| YTD | -15.3% | +25.4% | -40.7% | -19.3% |
| 1Y | -12.5% | +35.3% | -47.8% | -17.8% |
| All | -12.5% | +37.8% | -50.3% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling