+67.5%
TDY vs WST
+24.3%
+43.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.7% |
| 7D | +4.1% | +4.2% | -0.2% | +3.5% |
| 30D | +5.7% | +11.2% | -5.5% | +4.5% |
| 3M | -4.4% | +20.4% | -24.8% | -6.4% |
| 6M | +1.2% | +37.9% | -36.7% | -2.4% |
| YTD | +26.0% | +51.8% | -25.8% | +19.8% |
| 1Y | +27.4% | +56.6% | -29.3% | +20.6% |
| 3Y | +67.5% | +24.2% | +43.3% | +48.3% |
| All | +67.5% | +24.3% | +43.2% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling