-8.2%
TLN vs WST
+52.5%
-60.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +1.1% | +1.4% | -0.3% | +0.7% |
| 30D | -4.6% | +12.7% | -17.3% | -7.7% |
| 3M | +5.2% | +17.2% | -11.9% | +0.4% |
| 6M | -6.5% | +26.7% | -33.2% | -13.4% |
| YTD | -3.6% | +50.3% | -53.9% | -12.7% |
| 1Y | -8.2% | +50.2% | -58.5% | -16.9% |
| All | -8.2% | +52.5% | -60.8% | -16.9% |
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