+13,174.6%
TDG vs WST
+2,507.1%
+10,667.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -2.0% | +0.7% | -2.8% | -2.3% |
| 30D | -7.4% | -3.1% | -4.2% | -6.5% |
| 3M | -5.4% | +7.2% | -12.6% | -7.7% |
| 6M | -11.6% | +36.8% | -48.5% | -20.6% |
| YTD | -12.6% | +23.8% | -36.5% | -19.3% |
| 1Y | -9.3% | +37.8% | -47.1% | -19.5% |
| 3Y | +49.2% | -15.9% | +65.1% | +43.6% |
| 5Y | +132.1% | -25.8% | +158.0% | +125.7% |
| 10Y | +544.8% | +319.6% | +225.2% | +182.4% |
| All | +13,174.6% | +2,507.1% | +10,667.5% | +2,466.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling