+2,700.2%
TFC vs WST
+12,330.1%
-9,629.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +2.4% | +0.7% | +1.7% | +2.2% |
| 30D | -1.3% | -3.1% | +1.8% | -0.4% |
| 3M | +6.1% | +7.2% | -1.1% | +3.7% |
| 6M | +7.3% | +36.8% | -29.5% | -2.9% |
| YTD | +8.2% | +23.8% | -15.7% | +0.4% |
| 1Y | +14.4% | +37.8% | -23.3% | +2.2% |
| 3Y | +93.7% | -15.9% | +109.6% | +85.9% |
| 5Y | +16.4% | -25.8% | +42.2% | +12.3% |
| 10Y | +101.6% | +319.6% | -218.0% | -0.2% |
| All | +2,700.2% | +12,330.1% | -9,629.9% | +511.2% |
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