+191.2%
TER vs WST
+24.3%
+166.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -5.6% |
| 7D | +14.4% | +4.2% | +10.1% | +13.7% |
| 30D | -30.6% | +11.2% | -41.8% | -31.6% |
| 3M | -39.2% | +20.4% | -59.6% | -40.8% |
| 6M | -31.3% | +37.9% | -69.2% | -34.4% |
| YTD | +29.1% | +51.8% | -22.7% | +20.9% |
| 1Y | +47.4% | +56.6% | -9.2% | +37.6% |
| 3Y | +191.2% | +24.2% | +167.0% | +149.3% |
| All | +191.2% | +24.3% | +166.9% | +149.3% |
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