+8,241.0%
TMO vs WST
+12,330.1%
-4,089.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.5% |
| 7D | -1.4% | +0.7% | -2.1% | -1.6% |
| 30D | +6.2% | -3.1% | +9.4% | +7.3% |
| 3M | +27.5% | +7.2% | +20.3% | +24.5% |
| 6M | +20.0% | +36.8% | -16.9% | +7.2% |
| YTD | +6.1% | +23.8% | -17.7% | -2.3% |
| 1Y | +25.8% | +37.8% | -11.9% | +11.5% |
| 3Y | +11.2% | -15.9% | +27.1% | +7.1% |
| 5Y | +9.6% | -25.8% | +35.4% | +7.7% |
| 10Y | +317.8% | +319.6% | -1.8% | +125.5% |
| All | +8,241.0% | +12,330.1% | -4,089.2% | +1,942.6% |
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