+328.6%
TMO vs WST
+344.2%
-15.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -0.6% | +1.8% | -2.5% | -1.3% |
| 30D | +1.1% | -1.7% | +2.8% | +1.7% |
| 3M | +28.3% | +4.9% | +23.5% | +26.2% |
| 6M | +23.3% | +45.5% | -22.3% | +7.6% |
| YTD | +5.5% | +26.1% | -20.7% | -3.7% |
| 1Y | +24.5% | +31.7% | -7.1% | +11.6% |
| 3Y | +19.6% | -12.1% | +31.6% | +14.1% |
| 5Y | +8.1% | -23.6% | +31.7% | +6.9% |
| All | +328.6% | +344.2% | -15.6% | +105.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling