+97.3%
TJX vs WST
-24.9%
+122.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | 0.0% |
| 7D | -4.4% | +0.4% | -4.8% | -4.4% |
| 30D | -18.6% | -2.0% | -16.5% | -18.4% |
| 3M | -24.4% | +4.1% | -28.5% | -24.7% |
| 6M | -20.2% | +47.4% | -67.7% | -23.6% |
| YTD | -16.9% | +25.4% | -42.3% | -19.2% |
| 1Y | -8.5% | +35.3% | -43.8% | -11.9% |
| 3Y | +43.7% | -11.7% | +55.4% | +42.7% |
| 5Y | +97.3% | -24.0% | +121.3% | +102.9% |
| All | +97.3% | -24.9% | +122.3% | +102.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling