+44,577.8%
TJX vs WST
+12,249.0%
+32,328.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -3.3% | -0.3% | -3.0% | -3.2% |
| 30D | -19.9% | -4.6% | -15.2% | -19.0% |
| 3M | -19.0% | +5.7% | -24.7% | -20.4% |
| 6M | -18.6% | +37.6% | -56.1% | -25.3% |
| YTD | -15.3% | +23.0% | -38.3% | -20.4% |
| 1Y | -7.3% | +33.8% | -41.2% | -15.3% |
| 3Y | +46.6% | -13.4% | +59.9% | +40.0% |
| 5Y | +98.5% | -27.0% | +125.4% | +93.5% |
| 10Y | +289.1% | +324.5% | -35.5% | +115.3% |
| All | +44,577.8% | +12,249.0% | +32,328.8% | +9,919.4% |
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