-34.6%
TLT vs WST
-0.1%
-34.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | +0.1% | -3.1% | +3.2% | +0.2% |
| 30D | +6.2% | +9.1% | -2.9% | +5.9% |
| 3M | -0.3% | +14.7% | -15.0% | -0.7% |
| 6M | -3.4% | +28.0% | -31.4% | -4.0% |
| YTD | -3.1% | +45.6% | -48.8% | -4.2% |
| 1Y | -5.2% | +45.7% | -50.9% | -6.3% |
| 3Y | +6.5% | +21.1% | -14.6% | +4.5% |
| All | -34.6% | -0.1% | -34.4% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling