+2,577.1%
TFC vs WST
+14,518.0%
-11,940.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.5% |
| 7D | +1.2% | -3.1% | +4.3% | +2.1% |
| 30D | +8.3% | +9.1% | -0.8% | +5.6% |
| 3M | -5.2% | +14.7% | -19.9% | -9.1% |
| 6M | -0.8% | +28.0% | -28.8% | -8.2% |
| YTD | +3.4% | +45.6% | -42.2% | -8.5% |
| 1Y | +17.0% | +45.7% | -28.7% | +3.3% |
| 3Y | +86.2% | +21.1% | +65.1% | +59.2% |
| 5Y | -2.3% | +0.3% | -2.6% | -14.2% |
| 10Y | +93.9% | +449.0% | -355.1% | -11.7% |
| All | +2,577.1% | +14,518.0% | -11,940.9% | +456.6% |
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