+583.3%
TLN vs WST
+23.3%
+560.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.8% |
| 7D | +15.9% | +1.1% | +14.8% | +15.8% |
| 30D | -0.3% | +12.4% | -12.7% | -1.1% |
| 3M | +5.8% | +17.6% | -11.8% | +4.6% |
| 6M | -1.2% | +28.3% | -29.5% | -3.1% |
| YTD | +1.0% | +50.5% | -49.5% | -2.1% |
| 1Y | +1.1% | +49.4% | -48.3% | -2.0% |
| All | +583.3% | +23.3% | +560.1% | +567.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling