+53.3%
TJX vs WST
+24.3%
+28.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.2% |
| 7D | -0.3% | +4.2% | -4.6% | -0.5% |
| 30D | -5.6% | +11.2% | -16.8% | -6.0% |
| 3M | -12.3% | +20.4% | -32.7% | -12.9% |
| 6M | -7.7% | +37.9% | -45.6% | -8.9% |
| YTD | -11.4% | +51.8% | -63.2% | -12.9% |
| 1Y | -7.0% | +56.6% | -63.7% | -8.8% |
| 3Y | +53.3% | +24.2% | +29.1% | +41.8% |
| All | +53.3% | +24.3% | +28.9% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling