+45.8%
TDY vs WST
-11.8%
+57.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | 0.0% |
| 7D | -1.9% | +0.4% | -2.3% | -1.9% |
| 30D | -12.5% | -2.0% | -10.5% | -12.3% |
| 3M | -0.8% | +4.1% | -4.9% | -1.3% |
| 6M | -9.0% | +47.4% | -56.4% | -13.2% |
| YTD | +16.8% | +25.4% | -8.6% | +13.2% |
| 1Y | +9.5% | +35.3% | -25.8% | +5.1% |
| All | +45.8% | -11.8% | +57.6% | +46.5% |
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