+7,137.3%
TDY vs WST
+5,353.2%
+1,784.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -1.8% | +0.7% | -2.6% | -2.1% |
| 30D | -10.7% | -3.1% | -7.5% | -9.7% |
| 3M | -1.3% | +7.2% | -8.5% | -4.1% |
| 6M | -10.6% | +36.8% | -47.4% | -21.2% |
| YTD | +19.6% | +23.8% | -4.3% | +8.8% |
| 1Y | +11.6% | +37.8% | -26.1% | -3.1% |
| 3Y | +45.2% | -15.9% | +61.1% | +37.7% |
| 5Y | +36.1% | -25.8% | +61.9% | +30.8% |
| 10Y | +458.8% | +319.6% | +139.2% | +124.9% |
| All | +7,137.3% | +5,353.2% | +1,784.1% | +1,872.1% |
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