+21.3%
TFC vs WST
+47.3%
-26.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.5% | +2.9% |
| 7D | +5.1% | +1.3% | +3.8% | +4.9% |
| 30D | +9.8% | +8.5% | +1.3% | +8.7% |
| 3M | -2.4% | +17.2% | -19.7% | -4.4% |
| 6M | +4.9% | +36.3% | -31.3% | +0.6% |
| YTD | +6.6% | +48.9% | -42.4% | +1.0% |
| 1Y | +21.3% | +42.9% | -21.6% | +16.1% |
| All | +21.3% | +47.3% | -26.0% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling