+7.4%
TMO vs WST
-26.5%
+33.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -0.5% | -1.7% | +1.2% | 0.0% |
| 30D | +1.0% | -4.3% | +5.3% | +2.2% |
| 3M | +22.7% | +0.7% | +22.0% | +22.4% |
| 6M | +19.0% | +36.0% | -17.0% | +8.8% |
| YTD | +4.7% | +22.7% | -18.0% | -1.7% |
| 1Y | +26.0% | +34.1% | -8.1% | +15.0% |
| 3Y | +18.0% | -13.6% | +31.6% | +15.3% |
| All | +7.4% | -26.5% | +33.9% | +12.5% |
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