+467.2%
TDY vs WST
+344.2%
+123.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -1.1% | +1.8% | -3.0% | -1.6% |
| 30D | -12.0% | -1.7% | -10.3% | -11.7% |
| 3M | -3.2% | +4.9% | -8.1% | -4.4% |
| 6M | -7.9% | +45.5% | -53.4% | -16.3% |
| YTD | +18.2% | +26.1% | -7.9% | +10.8% |
| 1Y | +6.7% | +31.7% | -25.0% | -1.5% |
| 3Y | +47.5% | -12.1% | +59.6% | +43.1% |
| 5Y | +39.5% | -23.6% | +63.1% | +37.6% |
| All | +467.2% | +344.2% | +123.0% | +182.4% |
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