-12.3%
TLN vs WST
+42.2%
-54.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.9% | +5.2% | +6.5% |
| 7D | -1.3% | -3.1% | +1.8% | -0.4% |
| 30D | -10.5% | +9.1% | -19.6% | -12.6% |
| 3M | +0.1% | +14.7% | -14.6% | -3.9% |
| 6M | -17.4% | +28.0% | -45.4% | -23.9% |
| YTD | -9.7% | +45.6% | -55.3% | -17.5% |
| 1Y | -12.3% | +45.7% | -57.9% | -19.9% |
| All | -12.3% | +42.2% | -54.5% | -19.9% |
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 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