+208.2%
TGT vs WST
+325.7%
-117.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -2.9% | -3.1% |
| 7D | -3.6% | -1.7% | -1.9% | -3.2% |
| 30D | +4.4% | -4.3% | +8.7% | +5.4% |
| 3M | +25.4% | +0.7% | +24.6% | +25.0% |
| 6M | +33.4% | +36.0% | -2.7% | +24.1% |
| YTD | +65.6% | +22.7% | +42.8% | +57.2% |
| 1Y | +80.3% | +34.1% | +46.2% | +67.0% |
| 3Y | +42.1% | -13.6% | +55.7% | +38.0% |
| 5Y | -25.0% | -26.0% | +1.0% | -26.0% |
| 10Y | +208.2% | +335.8% | -127.6% | +86.6% |
| All | +208.2% | +325.7% | -117.5% | +86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling