-17.3%
TLN vs WST
+47.3%
-64.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.4% | -9.0% | -8.7% |
| 7D | -6.0% | +1.3% | -7.3% | -6.4% |
| 30D | -1.5% | +8.5% | -10.0% | -3.8% |
| 3M | -3.9% | +17.2% | -21.1% | -8.4% |
| 6M | -15.0% | +36.3% | -51.3% | -23.5% |
| YTD | -12.8% | +48.9% | -61.7% | -21.2% |
| 1Y | -17.3% | +42.9% | -60.2% | -25.0% |
| All | -17.3% | +47.3% | -64.6% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling