+131.2%
TLT vs WST
+6,784.9%
-6,653.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.1% |
| 7D | -0.4% | +0.7% | -1.2% | -0.4% |
| 30D | -0.6% | -3.1% | +2.6% | -0.8% |
| 3M | -2.7% | +7.2% | -9.9% | -2.3% |
| 6M | -5.6% | +36.8% | -42.4% | -3.7% |
| YTD | -2.8% | +23.8% | -26.6% | -1.4% |
| 1Y | -1.4% | +37.8% | -39.2% | +0.8% |
| 3Y | -1.6% | -15.9% | +14.3% | -1.4% |
| 5Y | -33.8% | -25.8% | -8.0% | -34.4% |
| 10Y | -21.1% | +319.6% | -340.7% | -3.7% |
| All | +131.2% | +6,784.9% | -6,653.7% | +264.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling