+6,242.0%
TGT vs WST
+12,330.1%
-6,088.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +0.8% | +0.7% | 0.0% | +0.6% |
| 30D | +12.2% | -3.1% | +15.3% | +13.1% |
| 3M | +33.8% | +7.2% | +26.6% | +31.2% |
| 6M | +39.3% | +36.8% | +2.5% | +27.7% |
| YTD | +72.9% | +23.8% | +49.0% | +62.2% |
| 1Y | +84.6% | +37.8% | +46.8% | +67.6% |
| 3Y | +46.2% | -15.9% | +62.1% | +41.3% |
| 5Y | -21.3% | -25.8% | +4.5% | -23.1% |
| 10Y | +213.5% | +319.6% | -106.1% | +81.6% |
| All | +6,242.0% | +12,330.1% | -6,088.2% | +1,407.5% |
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