+41.0%
TDY vs WST
-23.9%
+64.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -1.1% | +1.8% | -3.0% | -1.5% |
| 30D | -12.0% | -1.7% | -10.3% | -11.8% |
| 3M | -3.2% | +4.9% | -8.1% | -4.2% |
| 6M | -7.9% | +45.5% | -53.4% | -14.5% |
| YTD | +18.2% | +26.1% | -7.9% | +12.5% |
| 1Y | +6.7% | +31.7% | -25.0% | +0.3% |
| 3Y | +47.5% | -12.1% | +59.6% | +45.2% |
| All | +41.0% | -23.9% | +64.9% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling